You are now following this Submission
- You will see updates in your followed content feed
- You may receive emails, depending on your communication preferences
Simulation of an ARFIMA(p,d,q) process with d covering both stationary and nonstationary regions. This code uses the Fast Fractional Difference algorithm for a significant reduction in computation time.
Cite As
Carlos Vladimir Rodríguez Caballero (2026). ARFIMA(p,d,q) (https://www.mathworks.com/matlabcentral/fileexchange/53301-arfima-p-d-q), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.1.0.0 (4 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
