Bootstrap prediction intervals for autoregressive conditional duration models
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Publication:5107501
DOI10.1080/00949655.2019.1644513OpenAlexW2963124514MaRDI QIDQ5107501
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Publication date: 27 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2019.1644513
maximum likelihood estimationACD modelsquasi-maximum likelihood estimationconditional least squaresre-sampling
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