Diagnostic Checking for Weibull Autoregressive Conditional Duration Models (Q4976478)
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scientific article; zbMATH DE number 6754884
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diagnostic Checking for Weibull Autoregressive Conditional Duration Models |
scientific article; zbMATH DE number 6754884 |
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Diagnostic Checking for Weibull Autoregressive Conditional Duration Models (English)
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31 July 2017
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autoregressive conditional duration model
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Weibull distribution
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model diagnostic checking
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residual autocorrelation
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