/long-memory

A MATLAB toolbox for the analysis of long memory processes

Primary LanguageMatlab

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long-memory
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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.