A Bayesian approach for capturing daily heterogeneity in intra-daily durations time series (Q5881673)
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scientific article; zbMATH DE number 7662296
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian approach for capturing daily heterogeneity in intra-daily durations time series |
scientific article; zbMATH DE number 7662296 |
Statements
A Bayesian approach for capturing daily heterogeneity in intra-daily durations time series (English)
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13 March 2023
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financial durations
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ACD
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MCMC
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