everval/LongMemory.jl

Julia package to generate, estimate, and forecast long memory processes

语言：Julia · GitHub 星标：15 · Fork：3

话题：arfima · cross-sectional-aggregation · forecasting · fractional-differencing · har-model · long-memory · long-range-dependence · stochastic-duration-shock

在 GitHub 上查看原仓库