Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models |
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Authors: | Jan Beran Yuanhua Feng Sucharita Ghosh |
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Affiliation: | 1. University of Konstanz, Constance, Germany 2. University of Paderborn, Paderborn, Germany 3. Swiss Federal Research Institute WSL, Birmensdorf, Switzerland
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