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GitHub topics: cross-sectional-aggregation

everval/LongMemory.jl

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

Language: Julia - Size: 1.71 MB - Last synced at: 7 days ago - Pushed at: about 1 month ago - Stars: 10 - Forks: 3

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