Entropy test and residual empirical process for autoregressive conditional duration models (Q1663317)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Entropy test and residual empirical process for autoregressive conditional duration models |
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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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