Ecosyste.ms: Packages

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juliahub.com "score-driven-models" keyword

ScoreDrivenModels 0.2.1
Score-driven models, aka generalized autoregressive score models, in Julia
14 versions - Latest release: over 1 year ago - 29 stars on GitHub
Related Keywords
julia-language 1 time-series-analysis 1 statistics 1 autoregressive 1 time-series 1