To cite package ‘fracdiff’ in publications use:

  Maechler M (2024). _fracdiff: Fractionally Differenced ARIMA aka
  ARFIMA(P,d,q) Models_. R package version 1.5-4,
  <https://github.com/mmaechler/fracdiff>.

A BibTeX entry for LaTeX users is

  @Manual{,
    title = {fracdiff: Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models},
    author = {Martin Maechler},
    year = {2024},
    note = {R package version 1.5-4},
    url = {https://github.com/mmaechler/fracdiff},
  }