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Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989). WWW: http://cran.r-project.org/web/packages/fracdiff/
5 lines
198 B
Text
5 lines
198 B
Text
Maximum likelihood estimation of the parameters of a fractionally
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differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics,
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1989).
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WWW: http://cran.r-project.org/web/packages/fracdiff/
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