Entropy test and residual empirical process for autoregressive conditional duration models
type: Item
instance of: scholarly article
title: Entropy test and residual empirical process for autoregressive conditional duration models
zbMATH Open document ID: 1468.62116
author: Sangyeol Lee
author: Haejune Oh
published in: Computational Statistics and Data Analysis
publication date: 2018-08-21T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62F40
zbMATH DE Number: 6921472
zbMATH Keywords: entropy based goodness of fit test
zbMATH Keywords: residual empirical process
zbMATH Keywords: nonlinear ACD model
zbMATH Keywords: parametric bootstrap method
MaRDI profile type: Publication
full work available at URL: j.csda.2014.12.006
OpenAlex ID: W1999651127
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DOI: 10.1016/J.CSDA.2014.12.006
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description: scientific article; zbMATH DE number 6921472