Compute the Autocovariances of a fractional Gaussian process
1  ckFGN0(n, H)

n 
sample size (length of time series). 
H 
selfsimilarity (â€˜Hurstâ€™) parameter. 
numeric vector of covariances upto lag n1.
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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