Evaluating financial time series models for irregularly spaced data: a spectral density approach (Q2384591): Difference between revisions
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Revision as of 03:18, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluating financial time series models for irregularly spaced data: a spectral density approach |
scientific article |
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Evaluating financial time series models for irregularly spaced data: a spectral density approach (English)
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10 October 2007
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autoregressive conditional duration model
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duration clustering
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model adequacy
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one-sided testing
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spectral density
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time series
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