A moment closed form estimator for the autoregressive conditional duration model (Q284183)
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: A moment closed form estimator for the autoregressive conditional duration model |
scientific article; zbMATH DE number 6581329
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A moment closed form estimator for the autoregressive conditional duration model |
scientific article; zbMATH DE number 6581329 |
Statements
A moment closed form estimator for the autoregressive conditional duration model (English)
0 references
17 May 2016
0 references
autoregressive conditional duration model
0 references
moment estimator
0 references
quasi-maximum likelihood estimator
0 references
Monte Carlo simulation
0 references
0 references
0 references
0.8270633816719055
0 references
0.8262509703636169
0 references
0.8000732064247131
0 references
0.7878695726394653
0 references
0.7804276943206787
0 references
