On the asymptotic distribution of the residual autocovariance matrices in the autoregressive conditional multinomial model
DOI10.1016/J.ECONLET.2003.11.007zbMATH Open1255.62242OpenAlexW2030909663MaRDI QIDQ1927481FDOQ1927481
Authors: P. Duchesne 
Publication date: 1 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2003.11.007
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Cites Work
- On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
- Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
- ON THE SQUARED RESIDUAL AUTOCORRELATIONS IN NON-LINEAR TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY
- On the residual autocorrelation of the autoregressive conditional duration model
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