Additive Outlier Detection and Estimation for the Logarithmic Autoregressive Conditional Duration Model

✍ Scribed by Chiang, Min-Hsien; Wang, Li-Min

• Book ID: 121499518
• Publisher: Taylor and Francis Group
• Year: 2012
• Tongue: English
• Weight: 183 KB
• Volume: 41
• Category: Article
• ISSN: 0361-0918
• DOI: 10.1080/03610918.2011.586481