Bounds for the probability distribution function of the linear ACD process
Carregando...
Arquivos
Data
2003-07-01
Autores
Orientador(res)
Métricas
Título da Revista
ISSN da Revista
Título de Volume
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.