Fractionally differenced ARIMA aka ARFIMA(p,d,q) models
S original by Chris Fraley, U.Washington, Seattle. R port by
Fritz Leisch at TU-Wien; since 2003-12: Martin Maechler;
fdGPH(), fdSperio(), etc by Valderio Reisen and Artur Lemonte.
Maximum likelihood estimation of the parameters of a
fractionally differenced ARIMA(p,d,q) model (Haslett and
Raftery, Appl.Statistics, 1989).