ATM transaction simulation: combination of ACDs and cox process
Two main approaches for analyzing the ultra-frequency data such as ATM (auto teller machine) transaction are Cox process and autoregressive conditional durations (ACDs). This paper combines both models and proposes some simulated results. The functional data analysis proposes useful method for mode...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Publishing House of the Romanian Academy
2025-06-01
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| Series: | Journal of Numerical Analysis and Approximation Theory |
| Online Access: | https://ictp.acad.ro/jnaat/journal/article/view/1435 |
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