Covariances of a Fractional ARIMA(0,d,0) Process

Compute the Autocovariances of a fractional Gaussian process

1 | ```
ckFGN0(n, H)
``` |

`n` |
sample size (length of time series). |

`H` |
self-similarity (â€˜Hurstâ€™) parameter. |

numeric vector of covariances upto lag n-1.

Jan Beran (principal) and Martin Maechler (fine tuning)

`ckARMA0`

which does the same for a fractional
ARIMA process.

1 2 3 4 |

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