Time-varying autoregressive conditional duration model (Q5123583)
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scientific article; zbMATH DE number 7252476
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-varying autoregressive conditional duration model |
scientific article; zbMATH DE number 7252476 |
Statements
Time-varying autoregressive conditional duration model (English)
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29 September 2020
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ACD model
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bootstrap
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durations
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non-stationarity
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time-varying parameters
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wavelet
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