A Simple R-estimation method for semiparametric duration models
Year of publication: |
2020
|
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Authors: | Hallin, Marc ; La Vecchia, Davide |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 218.2020, 2, p. 736-749
|
Subject: | Efficiency | Local asymptotic normality | Quasi-likelihood | Ranks | Unevenly spaced data | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Ranking-Verfahren | Ranking method |
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