Maximum likelihood estimates for positive valued dynamic score models; the DySco package (Q1623506): Difference between revisions

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Revision as of 23:20, 19 March 2024

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Maximum likelihood estimates for positive valued dynamic score models; the DySco package
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    Maximum likelihood estimates for positive valued dynamic score models; the DySco package (English)
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    23 November 2018
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    dynamic score model
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    DCS model
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    GAS model
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    autoregressive conditional duration model
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    F-distribution
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    OxMetrics
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