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Estimation Under Inequality Constraints: Semiparametric Estimation of Conditional Duration Models - MaRDI portal

Estimation Under Inequality Constraints: Semiparametric Estimation of Conditional Duration Models (Q3007553)

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Estimation Under Inequality Constraints: Semiparametric Estimation of Conditional Duration Models
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    Estimation Under Inequality Constraints: Semiparametric Estimation of Conditional Duration Models (English)
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    16 June 2011
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    approximating cone
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    constrained inference
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    convex approximating cone
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    convex parameter space
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    order restricted inference
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    projection estimator
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