A moment closed form estimator for the autoregressive conditional duration model (Q284183): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F12 / rank | |||
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| Property / zbMATH DE Number: 6581329 / rank | |||
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autoregressive conditional duration model | |||
| Property / zbMATH Keywords: autoregressive conditional duration model / rank | |||
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moment estimator | |||
| Property / zbMATH Keywords: moment estimator / rank | |||
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quasi-maximum likelihood estimator | |||
| Property / zbMATH Keywords: quasi-maximum likelihood estimator / rank | |||
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Monte Carlo simulation | |||
| Property / zbMATH Keywords: Monte Carlo simulation / rank | |||
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Revision as of 18:15, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A moment closed form estimator for the autoregressive conditional duration model |
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A moment closed form estimator for the autoregressive conditional duration model (English)
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17 May 2016
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autoregressive conditional duration model
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moment estimator
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quasi-maximum likelihood estimator
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Monte Carlo simulation
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