Periodic autoregressive conditional duration (Q5030949)
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scientific article; zbMATH DE number 7476225
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Periodic autoregressive conditional duration |
scientific article; zbMATH DE number 7476225 |
Statements
Periodic autoregressive conditional duration (English)
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18 February 2022
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positive time series
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autoregressive conditional duration
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periodic time-varying models
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multiplicative error models
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exponential QMLE
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two-stage gamma QMLE
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