Pages that link to "Item:Q1782029"
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The following pages link to Nonlinear least squares estimation of Log-ACD models (Q1782029):
Displaying 4 items.
- Finite sample properties of the QMLE for the log-ACD model: application to Australian stocks (Q299272) (← links)
- Bayesian estimation and inference for log-ACD models (Q736572) (← links)
- Least absolute deviation estimation of autoregressive conditional duration model (Q2431048) (← links)
- A generalized least squares estimation method for the autoregressive conditional duration model (Q2633419) (← links)