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Date: 2016-06-28 03:34:41Time series analysis Statistics Time series models Autoregressive conditional heteroskedasticity Noise CUSUM Time series Autoregressive conditional duration Economic model Autoregressive model Parameter ACD | Ann Inst Stat Math:621–637 DOIs10463x Parameter change test for autoregressive conditional duration models Sangyeol Lee1 · Haejune Oh1Add to Reading ListSource URL: www.ism.ac.jpDownload Document from Source WebsiteFile Size: 277,35 KBShare Document on Facebook |