Data-driven estimation of diurnal duration patterns

Abstract

This paper proposes a local linear estimator for diurnal patterns of transaction durations under a special nonparametric regression model, whose asymptotics are different to any known results. An iterative plug-in algorithm is developed for selecting the bandwidth. The ACD model is then applied to analyze the standardized durations. Data examples show that… (More)

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Cite this paper

@inproceedings{Feng2011DatadrivenEO, title={Data-driven estimation of diurnal duration patterns}, author={Yuanhua Feng}, year={2011} }