Statistics for Long-Memory Processes (Book Jan Beran), and Related Functionality
Covariance for fractional ARIMA
Covariance Matrix of Eta for Fractional Gaussian Noise
Covariances of a Fractional ARIMA(0,d,0) Process
Covariances of a Fractional Gaussian Process
Fractional EXP (FEXP) Model Estimator
Log-Log and Log-X Plot of Spectrum
Simple Periodogram Estimate
Plot Method for FEXP and WhittleEst Model Fits
Approximate Log Likelihood for Fractional Gaussian Noise / Fractional ...
Simulate (Fractional) Gaussian Processes
Spectral Density of Fractional ARMA Process
Spectral Density of Fractional Gaussian Noise
Whittle Estimator for Fractional Gaussian Noise / Fractional ARIMA
Datasets and Functionality from 'Jan Beran' (1994). Statistics for Long-Memory Processes; Chapman & Hall. Estimation of Hurst (and more) parameters for fractional Gaussian noise, 'fARIMA' and 'FEXP' models.