Implement computationally the convolution algorithm for estimating the ACF of an ARFIMA process. What numerical di_culties display this approach? Explain why the Haslett-Raftery method yields exact...

Implement computationally the convolution algorithm for estimating

the ACF of an ARFIMA process. What numerical di_culties display this

approach?

Explain why the Haslett-Raftery method yields exact maximum-likelihood

estimates in the fractional noise case when
M
=
n, where
n
is the sample size.