On the residual autocorrelation of the autoregressive conditional duration model (Q1927300): Difference between revisions
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Latest revision as of 09:22, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the residual autocorrelation of the autoregressive conditional duration model |
scientific article |
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On the residual autocorrelation of the autoregressive conditional duration model (English)
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1 January 2013
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asymptotic distribution
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autoregressive conditional duration models
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goodness-of-fit test
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residual autocorrelations
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