Pages that link to "Item:Q5863565"
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The following pages link to Semiparametric Autoregressive Conditional Duration Model: Theory and Practice (Q5863565):
Displaying 8 items.
- A semiparametric conditional duration model (Q485700) (← links)
- SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity (Q1608913) (← links)
- Entropy test and residual empirical process for autoregressive conditional duration models (Q1663317) (← links)
- Self-weighted quantile estimation of autoregressive conditional duration model (Q2126020) (← links)
- Nonstationary autoregressive conditional duration models (Q2691715) (← links)
- The Effect of Sample Selection and Initial Conditions in Duration Models: Evidence from Experimental Data on Training (Q4715550) (← links)
- Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes (Q4979076) (← links)
- The Special Issue in Honor of Aman Ullah: An Overview (Q5863557) (← links)