Bounds for the probability distribution function of the linear ACD process
| Data(s) |
13/05/2008
23/09/2010
13/05/2008
23/09/2010
01/07/2003
|
|---|---|
| Resumo |
This paper derives both lower and upper bounds for the probability distribution function of stationary ACD(p, q) processes. For the purpose of illustration, I specialize the results to the main parent distributions in duration analysis. Simulations show that the lower bound is much tighter than the upper bound. |
| Identificador |
0104-8910 |
| Idioma(s) |
en_US |
| Publicador |
Escola de Pós-Graduação em Economia da FGV |
| Relação |
Ensaios Econômicos;488 |
| Palavras-Chave | #Economia |
| Tipo |
Working Paper |
