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Authors
J. Eduardo Vera-Valdés (0000-0002-0337-8055)
Citation
Vera-Valdés, J. E., (2025). LongMemory.jl: Generating, Estimating, and Forecasting Long Memory Models in Julia. Journal of Open Source Software, 10(108), 7708, https://doi.org/10.21105/joss.07708
@article{Vera-Valdés2025,
doi = {10.21105/joss.07708},
url = {https://doi.org/10.21105/joss.07708},
year = {2025},
publisher = {The Open Journal},
volume = {10},
number = {108},
pages = {7708},
author = {J. Eduardo Vera-Valdés},
title = {LongMemory.jl: Generating, Estimating, and Forecasting Long Memory Models in Julia},
journal = {Journal of Open Source Software}
}
Tags
long memory long-range dependence fractional difference ARFIMA strong persistence
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