A family of autoregressive conditional duration models applied to financial data (Q1623666): Difference between revisions

@@ Property / DOI @@
-.1016/j.csda.2014.05.016
@@ Property / DOI: 10.1016/j.csda.2014.05.016 / rank @@
-Normal rank
@@ Property / describes a project that uses @@
+gbs
@@ Property / describes a project that uses: gbs / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.csda.2014.05.016
+Normal rank
@@ Property / OpenAlex ID @@
+W2020561376
@@ Property / OpenAlex ID: W2020561376 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5889593
@@ Property / cites work: Q5889593 / rank @@
+Normal rank
@@ Property / cites work @@
+Finite sample properties of the QMLE for the log-ACD model: application to Australian stocks
+Normal rank
@@ Property / cites work @@
+Shape and change point analyses of the Birnbaum-Saunders-\(t\) hazard rate and associated estimation
+Normal rank
@@ Property / cites work @@
+On some mixture models based on the Birnbaum-Saunders distribution and associated inference
+Normal rank
@@ Property / cites work @@
+Acceptance Sampling Plans from Truncated Life Tests Based on the Generalized Birnbaum–Saunders Distribution
+Normal rank
@@ Property / cites work @@
+Mixture inverse Gaussian distributions and its transformations, moments and applications
+Normal rank
@@ Property / cites work @@
+Q5190565
@@ Property / cites work: Q5190565 / rank @@
+Normal rank
@@ Property / cites work @@
+A new class of survival regression models with heavy-tailed errors: robustness and diagnostics
+Normal rank
@@ Property / cites work @@
+An R implementation for generalized Birnbaum-Saunders distributions
+Normal rank
@@ Property / cites work @@
+The Birnbaum-Saunders autoregressive conditional duration model
+Normal rank
@@ Property / cites work @@
+A new family of life distributions
@@ Property / cites work: A new family of life distributions / rank @@
+Normal rank
@@ Property / cites work @@
+On Birnbaum-Saunders inference
@@ Property / cites work: On Birnbaum-Saunders inference / rank @@
+Normal rank
@@ Property / cites work @@
+Regime-switching Pareto distributions for ACD models
+Normal rank
@@ Property / cites work @@
+A new family of life distributions based on the elliptically contoured distributions
+Normal rank
@@ Property / cites work @@
+The Econometrics of Ultra-high-frequency Data
@@ Property / cites work: The Econometrics of Ultra-high-frequency Data / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
+Normal rank
@@ Property / cites work @@
+A family of autoregressive conditional duration models
+Normal rank
@@ Property / cites work @@
+Skew scale mixtures of normal distributions: properties and estimation
+Normal rank
@@ Property / cites work @@
+Q2921604
@@ Property / cites work: Q2921604 / rank @@
+Normal rank
@@ Property / cites work @@
+On a Birnbaum-Saunders distribution arising from a non-homogeneous Poisson process
+Normal rank
@@ Property / cites work @@
+Non‐monotonic hazard functions and the autoregressive conditional duration model
+Normal rank
@@ Property / cites work @@
+An adjusted boxplot for skewed distributions
@@ Property / cites work: An adjusted boxplot for skewed distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Two new mixture models related to the inverse Gaussian distribution
+Normal rank
@@ Property / cites work @@
+On the hazard function of Birnbaum-Saunders distribution and associated inference
+Normal rank
@@ Property / cites work @@
+Modeling wind energy flux by a Birnbaum–Saunders distribution with an unknown shift parameter
+Normal rank
@@ Property / cites work @@
+Influence diagnostics in log-Birnbaum-Saunders regression models with censored data
+Normal rank
@@ Property / cites work @@
+Capability indices for Birnbaum–Saunders processes applied to electronic and food industries
+Normal rank
@@ Property / cites work @@
+Q5402390
@@ Property / cites work: Q5402390 / rank @@
+Normal rank
@@ Property / cites work @@
+Lifetime analysis based on the generalized Birnbaum-Saunders distribution
+Normal rank
@@ Property / cites work @@
+Random number generators for the generalized Birnbaum–Saunders distribution
+Normal rank
@@ Property / cites work @@
+Birnbaum–Saunders statistical modelling: a new approach
+Normal rank
@@ Property / cites work @@
+Q5101741
@@ Property / cites work: Q5101741 / rank @@
+Normal rank
@@ Property / cites work @@
+A new extended Birnbaum-Saunders regression model for lifetime modeling
+Normal rank
@@ Property / cites work @@
+Diagnostics for a class of survival regression models with heavy-tailed errors
+Normal rank
@@ Property / cites work @@
+Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data
+Normal rank
@@ Property / cites work @@
+Q4523872
@@ Property / cites work: Q4523872 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust statistical modeling using the Birnbaum‐Saunders‐<i>t</i> distribution applied to insurance
+Normal rank
@@ Property / cites work @@
+Q4779802
@@ Property / cites work: Q4779802 / rank @@
+Normal rank
@@ Property / cites work @@
+Diagnostic procedures in Birnbaum-Saunders nonlinear regression models
+Normal rank
@@ Property / cites work @@
+An extended Birnbaum-Saunders model and its application in the study of environmental quality in Santiago, Chile
+Normal rank
@@ Property / cites work @@
+Estimation of extreme percentiles in Birnbaum-Saunders distributions
+Normal rank
@@ Property / DOI @@
+.1016/J.CSDA.2014.05.016
@@ Property / DOI: 10.1016/J.CSDA.2014.05.016 / rank @@
+Normal rank