The Birnbaum-Saunders autoregressive conditional duration model (Q991167)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Birnbaum-Saunders autoregressive conditional duration model |
scientific article |
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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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