Estimation under inequality constraints: semiparametric estimation of conditional duration models (Q3007553)
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scientific article; zbMATH DE number 5908599
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| English | Estimation under inequality constraints: semiparametric estimation of conditional duration models |
scientific article; zbMATH DE number 5908599 |
Statements
Estimation Under Inequality Constraints: Semiparametric Estimation of Conditional Duration Models (English)
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16 June 2011
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approximating cone
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constrained inference
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convex approximating cone
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convex parameter space
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order restricted inference
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projection estimator
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0.795519232749939
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0.7883949279785156
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0.7788234353065491
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0.7739725708961487
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0.7739725708961487
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