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Ann Inst Stat Math[removed]:129–156 DOI[removed]s10463[removed]Generalized duration models and optimal estimation using estimating functions Aerambamoorthy Thavaneswaran ·
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Document Date: 2015-01-29 19:19:35
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File Size: 39,93 KB
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City
Tokyo /
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Facility
Institute of Statistical Mathematics /
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Organization
Institute of Statistical Mathematics /
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SocialTag
Autoregressive conditional duration
Regression analysis
Estimation theory
Statistics
Estimating equations