Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models (Q2340394)
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scientific article; zbMATH DE number 6426120
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| English | Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models |
scientific article; zbMATH DE number 6426120 |
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Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models (English)
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16 April 2015
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long-memory MEM model
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exponential FARIMA
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exponential ACD
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exponential SEMIFAR
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nonparametric scale function
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average durations
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0.776954174041748
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0.776954174041748
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0.7430287003517151
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0.7424439191818237
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