Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models - Research Collection

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Author

Ghosh, Sucharita

Date

2015-05

Type

Journal Article

Citations

Cited 4 times in Web of Science

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1007/s00362-014-0590-x

Journal / series

Statistical Papers

Volume

56(2)

Pages / Article No.

431 - 451

Publisher

Springer International

Subject

Long-memory MEM model; Exponential FARIMA; Exponential ACD; Exponential SEMIFAR; Nonparametric scale function; Average durations

Notes

Received 28 October 2013, Accepted 18 March 2014, Published online 24 April 2014.

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Citations

Cited 4 times in Web of Science

ETH Bibliography

yes

Altmetrics