Dynamic modeling under linear-exponential loss
| Year of publication: |
2009
|
|---|---|
| Authors: | Anatolyev, Stanislav |
| Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 26.2009, 1, p. 82-89
|
| Publisher: |
Elsevier |
| Keywords: | Linear-exponential loss Optimal predictor Quasi-maximum likelihood Multiplicative error model Autoregressive conditional durations |