On an independent-switching periodic autoregressive conditional duration

DOI10.3934/dcdss.2023078OpenAlexW4385549689MaRDI QIDQ6172117

B. Almohaimeed

Publication date: 16 August 2023

Published in: Discrete and Continuous Dynamical Systems. Series S (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdss.2023078

zbMATH Keywords

ergodic propertiesMarkov-switching ACDmixture periodic ACDperiodic ACD modelpositive time series models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inequalities; stochastic orderings (60E15) Stationary stochastic processes (60G10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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