Bounds for the probability distribution function of the linear ACD process (Q1770076): Difference between revisions
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Revision as of 23:06, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds for the probability distribution function of the linear ACD process |
scientific article |
Statements
Bounds for the probability distribution function of the linear ACD process (English)
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7 April 2005
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Autoregressive conditional duration model
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Distribution lower bound
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Financial duration analysis
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Nonlinear models
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