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.
Carlos Vladimir Rodríguez Caballero (2021). ARFIMA(p,d,q) (https://www.mathworks.com/matlabcentral/fileexchange/53301-arfima-p-d-q), MATLAB Central File Exchange. Retrieved .
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