Fitting a \(p\)th order parametric generalized linear autoregressive multiplicative error model (Q2297945)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fitting a \(p\)th order parametric generalized linear autoregressive multiplicative error model |
scientific article |
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
