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

J. Beran, Y. Feng, S. Ghosh, Statistical Papers 56 (2014) 431–451.

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Journal Article | Published | English
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Journal Title
Statistical Papers
Volume
56
Issue
2
Page
431-451
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Beran J, Feng Y, Ghosh S. Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models. Statistical Papers. 2014;56(2):431-451. doi:10.1007/s00362-014-0590-x
Beran, J., Feng, Y., & Ghosh, S. (2014). Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models. Statistical Papers, 56(2), 431–451. https://doi.org/10.1007/s00362-014-0590-x
@article{Beran_Feng_Ghosh_2014, title={Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models}, volume={56}, DOI={10.1007/s00362-014-0590-x}, number={2}, journal={Statistical Papers}, publisher={Springer Nature}, author={Beran, Jan and Feng, Yuanhua and Ghosh, Sucharita}, year={2014}, pages={431–451} }
Beran, Jan, Yuanhua Feng, and Sucharita Ghosh. “Modelling Long-Range Dependence and Trends in Duration Series: An Approach Based on EFARIMA and ESEMIFAR Models.” Statistical Papers 56, no. 2 (2014): 431–51. https://doi.org/10.1007/s00362-014-0590-x.
J. Beran, Y. Feng, and S. Ghosh, “Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models,” Statistical Papers, vol. 56, no. 2, pp. 431–451, 2014.
Beran, Jan, et al. “Modelling Long-Range Dependence and Trends in Duration Series: An Approach Based on EFARIMA and ESEMIFAR Models.” Statistical Papers, vol. 56, no. 2, Springer Nature, 2014, pp. 431–51, doi:10.1007/s00362-014-0590-x.

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