Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models
- Journal Article
Journal / seriesStatistical Papers
Pages / Article No.
SubjectLong-memory MEM model; Exponential FARIMA; Exponential ACD; Exponential SEMIFAR; Nonparametric scale function; Average durations
NotesReceived 28 October 2013, Accepted 18 March 2014, Published online 24 April 2014.
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