Bounds for the probability distribution function of the linear ACD process

Detalhes bibliográficos
Autor(a) principal: Fernandes, Marcelo
Data de Publicação: 2003
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: http://hdl.handle.net/10438/898
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.
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spelling Fernandes, MarceloEscolas::EPGEFGV2008-05-13T15:39:50Z2010-09-23T18:57:10Z2008-05-13T15:39:50Z2010-09-23T18:57:10Z2003-07-010104-8910http://hdl.handle.net/10438/898This 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.engEscola de Pós-Graduação em Economia da FGVEnsaios Econômicos;488Bounds for the probability distribution function of the linear ACD processinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleEconomiaEconomiareponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVinfo:eu-repo/semantics/openAccessTHUMBNAIL1337.pdf.jpg1337.pdf.jpgGenerated Thumbnailimage/jpeg4217https://repositorio.fgv.br/bitstreams/b892216f-e8d3-473d-87d0-3080f0cafef1/download9774d595355aa1021baca4af2e016d44MD59TEXT1337.pdf.txt1337.pdf.txtExtracted texttext/plain37120https://repositorio.fgv.br/bitstreams/d401369e-ef20-4c83-9fd9-f0b705a55a3a/download68bd5e0cb005f767ee4ccdf36bf6c3d9MD58ORIGINAL1337.pdfapplication/pdf447945https://repositorio.fgv.br/bitstreams/893b7e23-9b3f-42ab-9ed2-60a040f56033/download33d4b8426ad9d41097df51b20a7ce5bdMD5310438/8982023-11-09 17:31:13.109open.accessoai:repositorio.fgv.br:10438/898https://repositorio.fgv.brRepositório InstitucionalPRIhttp://bibliotecadigital.fgv.br/dspace-oai/requestopendoar:39742023-11-09T17:31:13Repositório Institucional do FGV (FGV Repositório Digital) - Fundação Getulio Vargas (FGV)false
dc.title.eng.fl_str_mv Bounds for the probability distribution function of the linear ACD process
title Bounds for the probability distribution function of the linear ACD process
spellingShingle Bounds for the probability distribution function of the linear ACD process
Fernandes, Marcelo
Economia
Economia
title_short Bounds for the probability distribution function of the linear ACD process
title_full Bounds for the probability distribution function of the linear ACD process
title_fullStr Bounds for the probability distribution function of the linear ACD process
title_full_unstemmed Bounds for the probability distribution function of the linear ACD process
title_sort Bounds for the probability distribution function of the linear ACD process
author Fernandes, Marcelo
author_facet Fernandes, Marcelo
author_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EPGE
dc.contributor.affiliation.none.fl_str_mv FGV
dc.contributor.author.fl_str_mv Fernandes, Marcelo
dc.subject.area.por.fl_str_mv Economia
topic Economia
Economia
dc.subject.bibliodata.por.fl_str_mv Economia
description 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.
publishDate 2003
dc.date.issued.fl_str_mv 2003-07-01
dc.date.accessioned.fl_str_mv 2008-05-13T15:39:50Z
2010-09-23T18:57:10Z
dc.date.available.fl_str_mv 2008-05-13T15:39:50Z
2010-09-23T18:57:10Z
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dc.identifier.uri.fl_str_mv http://hdl.handle.net/10438/898
dc.identifier.issn.none.fl_str_mv 0104-8910
identifier_str_mv 0104-8910
url http://hdl.handle.net/10438/898
dc.language.iso.fl_str_mv eng
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dc.publisher.none.fl_str_mv Escola de Pós-Graduação em Economia da FGV
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