Maximum likelihood estimates for positive valued dynamic score models; the DySco package (Q1623506)
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scientific article; zbMATH DE number 6983963
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimates for positive valued dynamic score models; the DySco package |
scientific article; zbMATH DE number 6983963 |
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Maximum likelihood estimates for positive valued dynamic score models; the DySco package (English)
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23 November 2018
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dynamic score model
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DCS model
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GAS model
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autoregressive conditional duration model
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F-distribution
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OxMetrics
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