A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model (Q5863653): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2017838497 / rank | |||
Normal rank | |||
Latest revision as of 22:12, 19 March 2024
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 |
Statements
A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model (English)
0 references
3 June 2022
0 references
explosive regimes
0 references
neural networks
0 references
quasi-maximum likelihood
0 references
sieve estimation
0 references
smooth transition
0 references
stationarity
0 references
