Calculate Infinite k-fractional Covariance

This code with Excel sheet data shows how to calculate the complex scalar infinite k-fractional covariance.

The complex scalar fractional covariance model treats numerous or near infinite variables influencing the random outcome, to complement the real matrix of bivariate method of integer order, as the fractional covariance particularly suitable for stochastic processes or phenomena with group upward and downward volatilities, such as financial markets in and out of phase. The complex scalar approach is able to distinguish subtle differences that may be overlooked by traditional real covariance matrix methods. The infinite dimensional fractional covariance could afford researchers more theoretical foundations in various industries, such as Biological Sciences, Astronomical Research and Financial Engineering.