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dc.contributor.author
Beran, Jan
dc.contributor.author
Feng, Yuanhua
dc.contributor.author
Ghosh, Sucharita
dc.date.accessioned
2017-06-11T17:18:50Z
dc.date.available
2017-06-11T17:18:50Z
dc.date.issued
2015-05
dc.identifier.issn
0932-5026
dc.identifier.issn
1613-9798
dc.identifier.other
10.1007/s00362-014-0590-x
dc.identifier.uri
http://hdl.handle.net/20.500.11850/100648
dc.language.iso
en
dc.publisher
Springer International
dc.subject
Long-memory MEM model
dc.subject
Exponential FARIMA
dc.subject
Exponential ACD
dc.subject
Exponential SEMIFAR
dc.subject
Nonparametric scale function
dc.subject
Average durations
dc.title
Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models
dc.type
Journal Article
ethz.journal.title
Statistical Papers
ethz.journal.volume
56
ethz.journal.issue
2
ethz.pages.start
431
ethz.pages.end
451
ethz.notes
Received 28 October 2013, Accepted 18 March 2014, Published online 24 April 2014.
ethz.identifier.wos
ethz.identifier.nebis
000485170
ethz.publication.place
Berlin
ethz.publication.status
published
ethz.date.deposited
2017-06-11T17:19:22Z
ethz.source
ECIT
ethz.identifier.importid
imp593653272dc0257805
ethz.ecitpid
pub:158002
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-13T16:35:07Z
ethz.rosetta.lastUpdated
2017-07-13T16:35:07Z
ethz.rosetta.versionExported
true
ethz.COinS
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