# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "fracdiff" in publications use:' type: software license: GPL-2.0-or-later title: 'fracdiff: Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models' version: 1.5-3 doi: 10.32614/CRAN.package.fracdiff abstract: Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989); including inference and basic methods. Some alternative algorithms to estimate "H". authors: - family-names: Maechler given-names: Martin email: maechler@stat.math.ethz.ch orcid: https://orcid.org/0000-0002-8685-9910 repository: https://CRAN.R-project.org/package=fracdiff repository-code: https://github.com/mmaechler/fracdiff url: https://github.com/mmaechler/fracdiff date-released: '2024-02-01' contact: - family-names: Maechler given-names: Martin email: maechler@stat.math.ethz.ch orcid: https://orcid.org/0000-0002-8685-9910