Pages that link to "Item:Q2431048"
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The following pages link to Least absolute deviation estimation of autoregressive conditional duration model (Q2431048):
Displaying 7 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)
- A generalized least squares estimation method for the autoregressive conditional duration model (Q2633419) (← links)
- Least absolute deviation estimation for general autoregressive moving average time-series models (Q3077680) (← links)
- Additive Outlier Detection and Estimation for the Logarithmic Autoregressive Conditional Duration Model (Q4906413) (← links)
- M-estimates for the multiplicative error model (Q5107692) (← links)