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

From MaRDI portal





scientific article; zbMATH DE number 2154035
Language Label Description Also known as
English
Bounds for the probability distribution function of the linear ACD process
scientific article; zbMATH DE number 2154035

    Statements

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

    Identifiers