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
8
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