2024-03-29T12:57:27Z
https://oai.zbmath.org/v1/
oai:zbmath.org:7052566
2019-05-08T14:57:10Z
62
Lu, Wanbo; Ke, Rui
2019
7052566
English
Springer, Berlin/Heidelberg
https://zbmath.org/07052566
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Stat. Pap. 60, No. 1, 123-146 (2019).
62M10; 62M09; 62F12
A generalized least squares estimation method for the autoregressive conditional duration model
j