On the residual autocorrelation of the autoregressive conditional duration model (Q1927300)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the residual autocorrelation of the autoregressive conditional duration model |
scientific article; zbMATH DE number 6120022
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the residual autocorrelation of the autoregressive conditional duration model |
scientific article; zbMATH DE number 6120022 |
Statements
On the residual autocorrelation of the autoregressive conditional duration model (English)
0 references
1 January 2013
0 references
asymptotic distribution
0 references
autoregressive conditional duration models
0 references
goodness-of-fit test
0 references
residual autocorrelations
0 references
0 references
0 references
