Browsing FGV EPGE - Ensaios Econômicos by Title "Bounds for the probability distribution function of the linear ACD process"
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Bounds for the probability distribution function of the linear ACD process
2003-07-01This 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 ...


