Entropy test and residual empirical process for autoregressive conditional duration models (Q1663317)
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scientific article; zbMATH DE number 6921472
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| English | Entropy test and residual empirical process for autoregressive conditional duration models |
scientific article; zbMATH DE number 6921472 |
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Entropy test and residual empirical process for autoregressive conditional duration models (English)
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21 August 2018
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entropy based goodness of fit test
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residual empirical process
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nonlinear ACD model
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parametric bootstrap method
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0.8965034
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0.8948364
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0.88492084
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0.88237953
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0.87696123
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0.8758497
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0.8682237
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0.8675858
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