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Bounds for the probability distribution function of the linear ACD process - MaRDI portal

Bounds for the probability distribution function of the linear ACD process (Q1770076)

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scientific article; zbMATH DE number 2154035
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Bounds for the probability distribution function of the linear ACD process
scientific article; zbMATH DE number 2154035

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    Bounds for the probability distribution function of the linear ACD process (English)
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    7 April 2005
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    Autoregressive conditional duration model
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    Distribution lower bound
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    Financial duration analysis
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    Nonlinear models
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