On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations (Q5222480)
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scientific article; zbMATH DE number 7184733
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations |
scientific article; zbMATH DE number 7184733 |
Statements
On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations (English)
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1 April 2020
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autoregressive conditional duration
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diurnal duration patterns
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local linear estimator
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iterative plug-in
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cubic spline
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simulation
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