Pages that link to "Item:Q2255169"
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The following pages link to Generalized duration models and optimal estimation using estimating functions (Q2255169):
Displaying 15 items.
- A moment closed form estimator for the autoregressive conditional duration model (Q284183) (← links)
- Joint estimation using quadratic estimating function (Q642439) (← links)
- Bayesian estimation and inference for log-ACD models (Q736572) (← links)
- Functional estimation in duration models: Orthogonal functions method (Q1344480) (← links)
- Modeling financial durations using penalized estimating functions (Q1615270) (← links)
- The efficient modelling of high frequency transaction data: a new application of estimating functions in financial economics (Q2440157) (← links)
- A generalized least squares estimation method for the autoregressive conditional duration model (Q2633419) (← links)
- Estimation of the stochastic conditional duration model via alternative methods (Q3548526) (← links)
- Structural break detection in financial durations (Q4627118) (← links)
- Generalized value at risk forecasting (Q5078005) (← links)
- Zero-modified count time series with Markovian intensities (Q6076568) (← links)
- Review of statistical approaches for modeling high-frequency trading data (Q6108877) (← links)
- Estimating functions for circular time series models (Q6133716) (← links)
- Estimation, filtering and smoothing in the stochastic conditional duration model: an estimating function approach (Q6539162) (← links)
- Stochastic volatility generated by product autoregressive models (Q6541506) (← links)
