Tail behavior of ACD models and consequences for likelihood-based estimation (Q6193064)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Tail behavior of ACD models and consequences for likelihood-based estimation |
scientific article; zbMATH DE number 7803962
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail behavior of ACD models and consequences for likelihood-based estimation |
scientific article; zbMATH DE number 7803962 |
Statements
Tail behavior of ACD models and consequences for likelihood-based estimation (English)
0 references
13 February 2024
0 references
financial durations
0 references
autoregressive conditional duration (ACD)
0 references
tail index
0 references
quasi maximum likelihood
0 references
mixed normality
0 references
