On Fréchet autoregressive conditional duration models (Q282897): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2301843551 / rank | |||
Normal rank | |||
Revision as of 02:05, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Fréchet autoregressive conditional duration models |
scientific article |
Statements
On Fréchet autoregressive conditional duration models (English)
0 references
12 May 2016
0 references
ACD models
0 references
extreme values
0 references
Fréchet distribution
0 references
heavy tails
0 references
