The Birnbaum-Saunders autoregressive conditional duration model (Q991167)
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scientific article; zbMATH DE number 5777755
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| English | The Birnbaum-Saunders autoregressive conditional duration model |
scientific article; zbMATH DE number 5777755 |
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The Birnbaum-Saunders autoregressive conditional duration model (English)
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2 September 2010
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conditional quantile estimation
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dependent point process
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duration modeling
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financial transaction data
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0.8128913640975952
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0.8025805354118347
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0.8024471402168274
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0.7948741912841797
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0.7927514314651489
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