Implement computationally the splitting method for calculating the theoretical ACF of a SARFIMA(0; d; 0) _ (0; ds; 0)s process. Write a state space system for the SARFIMA process described in the...

Implement computationally the splitting method for calculating the

theoretical ACF of a SARFIMA(0; d; 0) _ (0; ds; 0)s process.

Write a state space system for the SARFIMA process described in the

previous problem.

Calculate the MLE for the SARFIMA process in Problem 9.12 by

means of the state space systems and the Whittle method.