A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model (Q5863653)
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scientific article; zbMATH DE number 7536154
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model |
scientific article; zbMATH DE number 7536154 |
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A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model (English)
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3 June 2022
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explosive regimes
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neural networks
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quasi-maximum likelihood
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sieve estimation
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smooth transition
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stationarity
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