On Fréchet autoregressive conditional duration models (Q282897)
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: On Fréchet autoregressive conditional duration models |
scientific article; zbMATH DE number 6580039
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On Fréchet autoregressive conditional duration models |
scientific article; zbMATH DE number 6580039 |
Statements
On Fréchet autoregressive conditional duration models (English)
0 references
12 May 2016
0 references
ACD models
0 references
extreme values
0 references
Fréchet distribution
0 references
heavy tails
0 references
0 references
0 references
0 references
0 references
0 references
0.8274704217910767
0 references
0.8270280957221985
0 references
0.8125926852226257
0 references
0.8077580332756042
0 references
0.8018584847450256
0 references
