The Birnbaum-Saunders autoregressive conditional duration model (Q991167): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.matcom.2010.01.011 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.MATCOM.2010.01.011 / rank | |||
Normal rank | |||
Latest revision as of 11:34, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Birnbaum-Saunders autoregressive conditional duration model |
scientific article |
Statements
The Birnbaum-Saunders autoregressive conditional duration model (English)
0 references
2 September 2010
0 references
conditional quantile estimation
0 references
dependent point process
0 references
duration modeling
0 references
financial transaction data
0 references
0 references
0 references
0 references
