Fitting a \(p\)th order parametric generalized linear autoregressive multiplicative error model (Q2297945)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7170289
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Fitting a \(p\)th order parametric generalized linear autoregressive multiplicative error model |
scientific article; zbMATH DE number 7170289 |
Statements
Fitting a \(p\)th order parametric generalized linear autoregressive multiplicative error model (English)
0 references
20 February 2020
0 references
martingale transform
0 references
AR conditional duration models
0 references
generalized linear model
0 references
time series
0 references
0 references
0 references
0 references
0.8865741
0 references
0.8713026
0 references
0 references
0.8680895
0 references
