The importance of the components of a system has been widely studied in the literature. The main objective of such component importance measures (CIMs) is to evaluate the effect that the components can cause in the system under study by not being present or to quantify the participation of their...

The endo-exo problem lies at the heart of statistical identi fication in many fields of science, and is often plagued by spurious strong-and-long memory due to improper treatment of trends, shocks and shifts in the data. A class of models that has shown to be useful in discerning exogenous and...