Bounds for the probability distribution function of the linear ACD process (Q1770076)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bounds for the probability distribution function of the linear ACD process |
scientific article; zbMATH DE number 2154035
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bounds for the probability distribution function of the linear ACD process |
scientific article; zbMATH DE number 2154035 |
Statements
Bounds for the probability distribution function of the linear ACD process (English)
0 references
7 April 2005
0 references
Autoregressive conditional duration model
0 references
Distribution lower bound
0 references
Financial duration analysis
0 references
Nonlinear models
0 references
0 references
0.7330371141433716
0 references
0.7220471501350403
0 references
0.7206430435180664
0 references
0.7121292352676392
0 references
0.7035322785377502
0 references
