See those in fdSperio
; additionally
Reisen, V. A. and Lopes, S. (1999)
Some simulations and applications
of forecasting long-memory time series models;
Journal of Statistical Planning and Inference 80, 269--287.
Reisen, V. A. Cribari-Neto, F. and Jensen, M.J. (2003)
Long Memory Inflationary Dynamics. The case of Brazil.
Studies in Nonlinear Dynamics and Econometrics 7(3), 1--16.
Jensen, Andreas Noack and Nielsen, Morten Ørregaard (2014)
A Fast Fractional Difference Algorithm.
Journal of Time Series Analysis 35(5), 428--436;
tools:::Rd_expr_doi("10.1111/jtsa.12074").