A goodness-of-fit test for a class of autoregressive conditional duration models (Q5863649)
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scientific article; zbMATH DE number 7536150
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| English | A goodness-of-fit test for a class of autoregressive conditional duration models |
scientific article; zbMATH DE number 7536150 |
Statements
A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models (English)
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3 June 2022
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autoregressive conditional duration model
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bootstrap
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Cramér-von Mises statistic
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goodness-of-fit test
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Kolmogorov-Smirnov statistic
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0.8905945420265198
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0.8755969405174255
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0.8672559261322021
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0.8534867763519287
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0.8293272256851196
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