The Birnbaum-Saunders autoregressive conditional duration model (Q991167): Difference between revisions

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Revision as of 03:21, 3 July 2024

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The Birnbaum-Saunders autoregressive conditional duration model
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    The Birnbaum-Saunders autoregressive conditional duration model (English)
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    2 September 2010
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    conditional quantile estimation
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    dependent point process
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    duration modeling
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    financial transaction data
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