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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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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: 1.5-4
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://mmaechler.r-universe.dev
repository-code: https://github.com/mmaechler/fracdiff
commit: beadf149777ee556d246a238396ac90b4029cf94
url: https://github.com/mmaechler/fracdiff
date-released: '2024-03-13'
contact:
- family-names: Maechler
  given-names: Martin
  email: maechler@stat.math.ethz.ch
  orcid: https://orcid.org/0000-0002-8685-9910