[S] ARFIMA-estimators

Marco Hell (marco.hell@ki.comcity.de)
Fri, 04 Sep 1998 15:40:23 +0200


Dear all,

I'm interested to estimate an ARFIMA-model. Has anybody a Sourcecode to
estimate the short and long memory parameters. Because of working with
long time series an approximation of the exact ML like Fox/Taqqu or
Jensen will be nice. If anyone has a RATS code it will also be nice.

Thanks for your attention

Greets

Marco Hell
Christian-Albrechts-University of Kiel

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