Research paper

LongMemory.jl: Generating, Estimating, and Forecasting Long Memory Models in Julia

Research from Open JournalsPublished by Journal of Open Source Software4 April 2025PDF

Explore Julia tools for generating, estimating and forecasting long-memory time series.

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J. Eduardo Vera-Valdés. LongMemory.jl: Generating, Estimating, and Forecasting Long Memory Models in Julia. Journal of Open Source Software. 10.21105/joss.07708. CC BY 4.0. Original PDF, unmodified.

CC BY 4.0

LongMemory.jl: Generating, Estimating, and Forecasting Long Memory Models in Julia

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