回复也不行呀。

(1951) Hurst, H.E. "Long-term storage capacity of reservoirs", Trans. Am. Soc. Civil Engineers, 116, 770-799.
Peters, E.E. (1991), Chaos and Order in the Capital Markets: A New View of Cycles, Prices, and Market Volatility, New York, John Wiley and Sons, 1991.

There is only one maximum when the fractional root d is fixed:

Parameter Scoring OPTMUM
phi1 0.91971795 0.91971515
theta1 0.46713308 0.46712854
d 0 0
sigma 2.0190068 2.0190213

So, d can be estimated before computing the MLE of the ARFIMA process.
For example, we can use the GPH (Geweke Porter-Hudak) estimate to fix d.

用一下看看

用过拉

不错！

谢谢楼主啊

我在写关于hurst指数的文章

可以多交流啊