Authors and Citation

Authors

• Martin Maechler. Author, maintainer.

• Chris Fraley. Contributor, copyright holder.
  S original; Fortran code

• Friedrich Leisch. Contributor.
  R port

• Valderio Reisen. Contributor.
  fdGPH() & fdSperio()

• Artur Lemonte. Contributor.
  fdGPH() & fdSperio()

• Rob Hyndman. Contributor.
  residuals() & fitted()

Citation

Maechler M (2026). fracdiff: Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models. R package version 1.5-4, https://github.com/mmaechler/fracdiff.

@Manual{,
  title = {fracdiff: Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models},
  author = {Martin Maechler},
  year = {2026},
  note = {R package version 1.5-4},
  url = {https://github.com/mmaechler/fracdiff},
}