Entropy test and residual empirical process for autoregressive conditional duration models.

Sangyeol Lee Haejune Oh

Published in: Comput. Stat. Data Anal. (2015)

Keyphrases

autoregressive
moving average
random fields
non stationary
random field models
autoregressive model
gaussian markov random field
dynamical model
spectrum analysis
sar images
artificial neural networks
prior knowledge