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A MATLAB toolbox for the analysis of long memory processes
wonsang/long-memory
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----------------------------------------------------- long-memory ----------------------------------------------------- Author : Wonsang You (you@ovgu.de) Date : 10 Feb 2012 Description : It is a MATLAB toolbox for the analysis of long memory processes such as fractionally integrated process, ARFIMA, and fractional Brownian motion. Copyright (C) 2011-2012, Wonsang You The software lmfilter by Wonsang You is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 3.0 Unported License.
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A MATLAB toolbox for the analysis of long memory processes
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