Estimation, filtering and smoothing in the stochastic conditional duration model: an estimating function approach (Q6539162)
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scientific article; zbMATH DE number 7848547
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| English | Estimation, filtering and smoothing in the stochastic conditional duration model: an estimating function approach |
scientific article; zbMATH DE number 7848547 |
Statements
Estimation, filtering and smoothing in the stochastic conditional duration model: an estimating function approach (English)
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14 May 2024
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estimating function
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filtering and smoothing
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quasi-maximum likelihood
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stochastic conditional duration model
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