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20172026
most citedOn Long Memory Origins and Forecast Horizons

16 citations · 27 across the 10 of their papers we have counts for

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cs.MS2024★ 1 cited

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

J. Eduardo Vera-Valdés

LongMemory.jl is a package for time series long memory modelling in Julia. The package provides functions to generate long memory, estimate model parameters, and forecast. Generati…