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Bayesian estimation and inference for log-ACD models - MaRDI portal

Bayesian estimation and inference for log-ACD models (Q736572)

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scientific article; zbMATH DE number 6609188
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English
Bayesian estimation and inference for log-ACD models
scientific article; zbMATH DE number 6609188

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    Bayesian estimation and inference for log-ACD models (English)
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    4 August 2016
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    auto-regressive conditional duration
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    Weibull
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    skewed Student-\(t\)
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    Bayesian
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    financial trading
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