To cite package ‘fracdiff’ in publications use:

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

Corresponding BibTeX entry:

  @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},
  }