Ecosyste.ms: Packages

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juliahub.com "stochastic-duration-shock" keyword

LongMemory 0.1.1

Julia package to generate, estimate, and forecast long memory processes
2 versions - Latest release: 5 months ago - 3 stars on GitHub

Related Keywords

strong-persistence 1 arfima 1 long-range-dependence 1 long-memory 1 time-series-analysis 1 time-series 1 forecasting 1 har-model 1 cross-sectional-aggregation 1 fractional-differencing 1