ARFIMA simulations

Time series simulation with ARFIMA models.

Version 1.0.0 (2.61 KB)
5.3K Downloads
(5)
19 Oct 2009
Download

  • Install in MATLAB

    Requires R2026b and later. Learn more
Download

  • Install in MATLAB

    Requires R2026b and later. Learn more

You are now following this Submission

Cite As

Simone Fatichi (2026). ARFIMA simulations (https://www.mathworks.com/matlabcentral/fileexchange/25611-arfima-simulations), MATLAB Central File Exchange. Retrieved .

Acknowledgements

Inspired: ARFIMA(p,d,q) estimator

Categories

Find more on Conditional Mean Models in Help Center and MATLAB Answers

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Open in new tab
Version Published Release Notes
1.0.0

Download

  • Install in MATLAB

    Requires R2026b and later. Learn more