Estimation, filtering and smoothing in the stochastic conditional duration model: an estimating function approach (Q6539162)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation, filtering and smoothing in the stochastic conditional duration model: an estimating function approach |
scientific article; zbMATH DE number 7848547
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation, filtering and smoothing in the stochastic conditional duration model: an estimating function approach |
scientific article; zbMATH DE number 7848547 |
Statements
Estimation, filtering and smoothing in the stochastic conditional duration model: an estimating function approach (English)
0 references
14 May 2024
0 references
estimating function
0 references
filtering and smoothing
0 references
quasi-maximum likelihood
0 references
stochastic conditional duration model
0 references
0 references
