Gómez-Déniz, E.; Pérez-Rodríguez, J.V. (2017). Mixture inverse Gaussian for unobserved heterogeneity in the autoregressive conditional duration model. Communications in Statistics-Theory and Methods, 46, 18, 9007-9025.
Gómez-Déniz, E.; Pérez-Rodríguez, J.V. (2017). Mixture inverse Gaussian for unobserved heterogeneity in the autoregressive conditional duration model. Communications in Statistics-Theory and Methods, 46, 18, 9007-9025.