Bootstrap prediction intervals for autoregressive conditional duration models (Q5107501)
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scientific article; zbMATH DE number 7193875
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap prediction intervals for autoregressive conditional duration models |
scientific article; zbMATH DE number 7193875 |
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Bootstrap prediction intervals for autoregressive conditional duration models (English)
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27 April 2020
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ACD models
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conditional least squares
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maximum likelihood estimation
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quasi-maximum likelihood estimation
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re-sampling
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