ATM transaction simulation: combination of ACDs and cox process
DOI:
https://doi.org/10.33993/jnaat541-1435Abstract
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 modeling the intensity of Cox process. A real data set is also proposed. Conclusions are also given.
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Copyright (c) 2025 Reza Habibi
This work is licensed under a Creative Commons Attribution 4.0 International License.
Open Access. This article is distributed under the terms of the Creative Commons Attribution 4.0 International License, which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
