LAD-based inference for threshold ACD models with heavy tails (Q6972137)
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scientific article; zbMATH DE number 8052335
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | LAD-based inference for threshold ACD models with heavy tails |
scientific article; zbMATH DE number 8052335 |
Statements
LAD-based inference for threshold ACD models with heavy tails (English)
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12 June 2025
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autoregressive conditional duration
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least absolute deviation estimation
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asymptotic normality
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price duration
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