Mixture inverse Gaussian for unobserved heterogeneity in the autoregressive conditional duration model (Q4588891)

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scientific article; zbMATH DE number 6802787
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Mixture inverse Gaussian for unobserved heterogeneity in the autoregressive conditional duration model
scientific article; zbMATH DE number 6802787

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    Mixture inverse Gaussian for unobserved heterogeneity in the autoregressive conditional duration model (English)
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    3 November 2017
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    autoregressive conditional duration model
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    finite mixtures
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    inverse Gaussian distribution
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