ARFIMA(p,d,q) estimator

Maximum likelihood estimators of stationary univariate ARFIMA(p,d,q) processes.

Version 1.1.0 (12.3 KB)
4.3K Downloads
(4)
18 Jun 2011
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Cite As

György Inzelt (2026). ARFIMA(p,d,q) estimator (https://in.mathworks.com/matlabcentral/fileexchange/30238-arfima-p-d-q-estimator), MATLAB Central File Exchange. Retrieved .

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.1.0

Added the exact maximum likelihood estimator, a covariance computing algorithm and a forecasting function.

Also, the code is more clean and easier to use.
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  • Install in MATLAB

    Requires R2026b and later. Learn more
1.0.0

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    Requires R2026b and later. Learn more