Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models
Work
Year: 2014
Type: article
Source: Statistical Papers
Authors Jan Beran, Yuanhua Feng, Sucharita Ghosh
Institutions University of Konstanz, Paderborn University, Swiss Federal Institute for Forest, Snow and Landscape Research
Cites: 55
Cited by: 8
Related to: 10
FWCI: 1.09
Citation percentile (by year/subfield): 83.85
Subfield: Finance
Domain: Social Sciences
Open Access status: closed