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20182026
most citedOn a bimodal Birnbaum-Saunders distribution with applications to lifetime data

9 citations · 24 across the 54 of their papers we have counts for

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stat.AP2023

Bivariate autoregressive conditional models: A new method for jointly modeling duration and number of transactions of irregularly spaced financial data

Helton Saulo, Suvra Pal, Roberto Vila

In this paper, a new approach to bivariate modeling of autoregressive conditional duration (ACD) models is proposed. Specifically, we consider the joint modeling of durations and t…