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

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

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BERAN, Jan, Yuanhua FENG, Sucharita GHOSH, 2015. Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models. In: Statistical Papers. 56(2), pp. 431-451. ISSN 0932-5026. eISSN 1613-9798. Available under: doi: 10.1007/s00362-014-0590-x

@article{Beran2015Model-29162, title={Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models}, year={2015}, doi={10.1007/s00362-014-0590-x}, number={2}, volume={56}, issn={0932-5026}, journal={Statistical Papers}, pages={431--451}, author={Beran, Jan and Feng, Yuanhua and Ghosh, Sucharita} }

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