A goodness-of-fit test for a class of autoregressive conditional duration models
Indeewara Perera, Javier Hidalgo, and Mervyn J. Silvapulle
| Year of publication: |
2016
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|---|---|
| Authors: | Perera, Indeewara ; Hidalgo, Javier ; Silvapulle, Mervyn J. |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 35.2016, 5/7, p. 1111-1141
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| Subject: | Autoregressive conditional duration model | Bootstrap | Cramér-von Mises statistic | Goodness-of-fit test | Kolmogorov-Smirnov statistic | Börsenkurs | Share price | Theorie | Theory | Statistischer Test | Statistical test | Bootstrap-Verfahren | Bootstrap approach | Statistische Bestandsanalyse | Duration analysis | Dauer | Duration | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2014.975644 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011591144