University of Canterbury
in Total Papers Citations
Semiparametrics, Time Series, Curse of Dimensionality
autoregressive conditional duration model, dependent point process, financial time series, hazard rate, high frequency data, semiparametric regression
Dependent point process, duration, hazard rate and random measure, irregularly
Financial duration process; Nonnegative time series; Nonparametric kernel estimation; Semiparametric mixture model
semiparametric models with endogeneity
endogeneity, generalized partially linear single index model, CF approach, generated regressor
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