Pages that link to "Item:Q5944505"
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The following pages link to A nonlinear autoregressive conditional duration model with applications to financial transaction data (Q5944505):
Displayed 10 items.
- On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators (Q4976477) (← links)
- Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes (Q4979076) (← links)
- Bootstrap prediction intervals for autoregressive conditional duration models (Q5107501) (← links)
- Forecasting trade durations via ACD models with mixture distributions (Q5120735) (← links)
- Modeling and predicting extreme cyber attack rates via marked point processes (Q5138726) (← links)
- On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations (Q5222480) (← links)
- Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling (Q5407023) (← links)
- Semiparametric Autoregressive Conditional Duration Model: Theory and Practice (Q5863565) (← links)
- A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models (Q5863649) (← links)
- A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model (Q5863653) (← links)