Research

On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,051 papers · 148 categories

Trend · papers per month

count % of corpus

1 result for “fixed-count”

Bootstrap inference in autoregressive duration modelsecon.EM

The paper develops bootstrap methods for ACD models with random durations.

problem Bootstrap inference for autoregressive duration models with random durations.

method Recursive schemes for fixed calendar span or realized event count.

result The bootstrap method reproduces the conditional Gaussian component for ACD models with

0<κ<1

.

bootstrap inference autoregressive duration models random durations fixed-count random-count

2026-07-30abs ↗pdf ↗