2 results found Sort:

JuliaDynamics
ARFIMA.jl JuliaDynamics
2
52
mit
5
Simulate stochastic timeseries that follow ARFIMA, ARMA, ARIMA, AR, etc. processes
arma arima arfima stochastic timeseries autoregressive moving-average
Created 2019-10-10
33 commits to master branch, last one about a year ago
AlbertoAlmuinha
garchmodels AlbertoAlmuinha
9
34
other
2
The Tidymodels Extension for GARCH models
arima garch arfima parsnip tidymodels garch-models
Created 2021-04-05
24 commits to master branch, last one 2 years ago