Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models
METADATA ONLY
Loading...
Author / Producer
Date
2015-05
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
METADATA ONLY
Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
56 (2)
Pages / Article No.
431 - 451
Publisher
Springer
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Long-memory MEM model; Exponential FARIMA; Exponential ACD; Exponential SEMIFAR; Nonparametric scale function; Average durations
Organisational unit
Notes
Received 28 October 2013, Accepted 18 March 2014, Published online 24 April 2014.