arfima topic

List arfima repositories

garchmodels

35
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11
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The Tidymodels Extension for GARCH models

ARFIMA.jl

51
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2
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Simulate stochastic timeseries that follow ARFIMA, ARMA, ARIMA, AR, etc. processes

arfima

20
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4
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Python implementation of ARFIMA process with an aim to simulate series.