Bayesian estimation and inference for log-ACD models (Q736572)
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scientific article; zbMATH DE number 6609188
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Bayesian estimation and inference for log-ACD models |
scientific article; zbMATH DE number 6609188 |
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Bayesian estimation and inference for log-ACD models (English)
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4 August 2016
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auto-regressive conditional duration
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Weibull
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skewed Student-\(t\)
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Bayesian
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financial trading
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0.8439185619354248
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0.8190338611602783
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0.8140255212783813
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0.7930703163146973
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0.7871249914169312
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