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Autoregressive conditional duration / Regression analysis / Estimation theory / Statistics / Estimating equations


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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Tokyo / /

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Institute of Statistical Mathematics / /

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Institute of Statistical Mathematics / /

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