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juliahub.com : LongMemory
Julia package to generate, estimate, and forecast long memory processes
Registry
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Source
- Homepage
- Documentation
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purl: pkg:julia/LongMemory
Keywords: strong-persistence, arfima, long-range-dependence, long-memory, time-series-analysis, time-series, forecasting, har-model, cross-sectional-aggregation, fractional-differencing, stochastic-duration-shock
License: MIT
Latest release: 5 months ago
First release: 5 months ago
Stars: 3 on GitHub
Forks: 0 on GitHub
See more repository details: repos.ecosyste.ms
Last synced: 25 days ago