Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models (Q6090562)
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scientific article; zbMATH DE number 7767715
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models |
scientific article; zbMATH DE number 7767715 |
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Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models (English)
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17 November 2023
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autoregressive conditional duration model
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exponential
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Poisson
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negative binomial QMLE
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integer-valued AR
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integer-valued GARCH
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weighted LSE
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