The Birnbaum-Saunders autoregressive conditional duration model (Q991167): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: R / rank | |||
Normal rank | |||
Revision as of 13:42, 28 February 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
