A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models (Q5863649)
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scientific article; zbMATH DE number 7536150
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models |
scientific article; zbMATH DE number 7536150 |
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A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models (English)
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3 June 2022
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autoregressive conditional duration model
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bootstrap
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Cramér-von Mises statistic
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goodness-of-fit test
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Kolmogorov-Smirnov statistic
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