Semiparametric autoregressive conditional duration model: theory and practice (Q5863565)
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: Semiparametric autoregressive conditional duration model: theory and practice |
scientific article; zbMATH DE number 7536052
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Semiparametric autoregressive conditional duration model: theory and practice |
scientific article; zbMATH DE number 7536052 |
Statements
Semiparametric Autoregressive Conditional Duration Model: Theory and Practice (English)
0 references
3 June 2022
0 references
dependent point process
0 references
duration
0 references
hazard rate and random measure
0 references
irregularly spaced high-frequency data
0 references
semiparametric time series
0 references
0 references
0 references
0 references
0 references
0 references
0.9060348272323608
0 references
0.8500798940658569
0 references
0.8208829164505005
0 references
0.8127974271774292
0 references
0.8097149729728699
0 references
