Pages that link to "Item:Q2255169"
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The following pages link to Generalized duration models and optimal estimation using estimating functions (Q2255169):
Displaying 8 items.
- Modeling financial durations using penalized estimating functions (Q1615270) (← links)
- Structural break detection in financial durations (Q4627118) (← links)
- Generalized value at risk forecasting (Q5078005) (← links)
- Zero-modified count time series with Markovian intensities (Q6076568) (← links)
- Review of statistical approaches for modeling high-frequency trading data (Q6108877) (← links)
- Estimating functions for circular time series models (Q6133716) (← links)
- Estimation, filtering and smoothing in the stochastic conditional duration model: an estimating function approach (Q6539162) (← links)
- Stochastic volatility generated by product autoregressive models (Q6541506) (← links)
