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Leiva, V., Saulo, H., Leao, J., & Marchant, C. (2014). A family of autoregressive conditional duration models applied to financial data. Comput. Stat. Data Anal., 79, 175–191.
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Palma, W., Bondon, P., & Tapia, J. (2008). Assessing influence in Gaussian long-memory models. Comput. Stat. Data Anal., 52(9), 4487–4501.
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