The Birnbaum-Saunders autoregressive conditional duration model (Q991167)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The Birnbaum-Saunders autoregressive conditional duration model |
scientific article; zbMATH DE number 5777755
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Birnbaum-Saunders autoregressive conditional duration model |
scientific article; zbMATH DE number 5777755 |
Statements
The Birnbaum-Saunders autoregressive conditional duration model (English)
0 references
2 September 2010
0 references
conditional quantile estimation
0 references
dependent point process
0 references
duration modeling
0 references
financial transaction data
0 references
0 references
0 references
0 references
