A simple R-estimation method for semiparametric duration models

Marc Hallin (ECARES, Université libre de Bruxelles), Davide La Vecchia (Geneva School of Economics and Management, University of Geneva)

Year of publication:	January 2017
Authors:	Hallin, Marc ; La Vecchia, Davide
Publisher:	Brussels, Belgium : ECARES
Subject:	efficiency \| irregularly spaced data \| quasi-likelihood \| ranks \| local asymptotic normality \| Schätztheorie \| Estimation theory \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Ranking-Verfahren \| Ranking method

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