A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model (Q5863653): Difference between revisions

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Latest revision as of 04:36, 29 July 2024

scientific article; zbMATH DE number 7536154
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English
A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model
scientific article; zbMATH DE number 7536154

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    A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model (English)
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    3 June 2022
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    explosive regimes
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    neural networks
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    quasi-maximum likelihood
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    sieve estimation
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    smooth transition
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    stationarity
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