On an independent-switching periodic autoregressive conditional duration (Q6172117)
From MaRDI portal
scientific article; zbMATH DE number 7727696
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On an independent-switching periodic autoregressive conditional duration |
scientific article; zbMATH DE number 7727696 |
Statements
On an independent-switching periodic autoregressive conditional duration (English)
0 references
16 August 2023
0 references
positive time series models
0 references
periodic ACD model
0 references
mixture periodic ACD
0 references
ergodic properties
0 references
Markov-switching ACD
0 references
0 references
0 references
0 references
0 references
0 references
0 references
