Semiparametric Autoregressive Conditional Duration Model: Theory and Practice (Q5863565)
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scientific article; zbMATH DE number 7536052
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric Autoregressive Conditional Duration Model: Theory and Practice |
scientific article; zbMATH DE number 7536052 |
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Semiparametric Autoregressive Conditional Duration Model: Theory and Practice (English)
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3 June 2022
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dependent point process
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duration
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hazard rate and random measure
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irregularly spaced high-frequency data
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semiparametric time series
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