مرکز منطقه ای اطلاع رساني علوم و فناوري - Bounds for the probability distribution function of the linear ACD process

Title of article :

Bounds for the probability distribution function of the linear ACD process

Author/Authors :

Marcelo Fernandes، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2004

Pages :

From page :

169

To page :

176

Keywords :

Autoregressive conditional duration model , Distribution lower bound , Financial duration analysis , Nonlinearmodels

Journal title :

Statistics and Probability Letters

Serial Year :

2004

Journal title :

Statistics and Probability Letters

Record number :

140314

Link To Document :