Arfima(p,d,q) goodness of fit test in matlab

The following Matlab project contains the source code and Matlab examples used for arfima(p,d,q) goodness of fit test. Included in the submitted file: Jan Beran's goodness of fit test for ARFIMA(p,d,q) processes, which is the spectral domain equivalent of the Ljung-Box statistics.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
arfima_gof.m 3817
arfima_pr.m 17184
license.txt 1314

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