Pages that link to "Item:Q2633419"
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The following pages link to A generalized least squares estimation method for the autoregressive conditional duration model (Q2633419):
Displaying 8 items.
- A moment closed form estimator for the autoregressive conditional duration model (Q284183) (← links)
- Nonlinear least squares estimation of Log-ACD models (Q1782029) (← links)
- Self-weighted quantile estimation of autoregressive conditional duration model (Q2126020) (← links)
- Generalized duration models and optimal estimation using estimating functions (Q2255169) (← links)
- Correcting outliers in GARCH models: a weighted forward approach (Q2338226) (← links)
- Least absolute deviation estimation of autoregressive conditional duration model (Q2431048) (← links)
- Estimation of the stochastic conditional duration model via alternative methods (Q3548526) (← links)
- Bootstrap prediction intervals for autoregressive conditional duration models (Q5107501) (← links)