Illustrative Example

You can follow this vignette to learn how to use the package.

Benchmarks

The following notebook contains benchmarks for some of the functions in the package against popular R packages: fracdiff and longMemoryTS.

Author

J. Eduardo Vera-Valdés

Citation

If you use this package in your research, please cite it as:

@article{VeraValdes2024longmemory,
  title={LongMemory.jl: Generating, Estimating, and Forecasting Long Memory Models in Julia},
  author={Vera-Vald{\'e}s, J Eduardo},
  year={2024},
}

Report a bug

Please, report any bugs here.