A simple R-estimation method for semiparametric duration models (Q2227067)
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scientific article; zbMATH DE number 7308430
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| default for all languages | No label defined |
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| English | A simple R-estimation method for semiparametric duration models |
scientific article; zbMATH DE number 7308430 |
Statements
A simple R-estimation method for semiparametric duration models (English)
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9 February 2021
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efficiency
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local asymptotic normality
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quasi-likelihood
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ranks
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unevenly spaced data
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0.8357684016227722
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0.8208829164505005
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0.7956024408340454
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0.7841476202011108
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