35 citations · 35 across the 2 of their papers we have counts for
2 papers
math.ST2007
Long Memory in Nonlinear Processes
Rohit Deo, Meng-Chen Hsieh, Clifford M. Hurvich +1
It is generally accepted that many time series of practical interest exhibit strong dependence, i.e., long memory. For such series, the sample autocorrelations decay slowly and log…
math.ST2006★ 35 cited
Propagation of Memory Parameter from Durations to Counts
Rohit Deo, Clifford M. Hurvich, Philippe Soulier +1
We establish sufficient conditions on durations that are stationary with finite variance and memory parameter to ensure that the corresponding counting process $N(t…