An M-estimation of ACD model (Q5259886)
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scientific article; zbMATH DE number 6453337
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An M-estimation of ACD model |
scientific article; zbMATH DE number 6453337 |
Statements
29 June 2015
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pseudo-maximum likelihood estimate
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autoregressive conditional duration
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M-estimation
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0.8147261142730713
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0.8098557591438293
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0.7871249914169312
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0.7792260646820068
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