Statistical Inference for Autoregressive ConditionalDuration Models Based on Empirical Likelihood
HAN Yu1, JIN Ying hua2, WU Wu qing3
1. College of Science, Northeast Dianli University, Jilin 132013, Jilin Province, China;
2. Faculty of Applied Mathematics, Guangdong University of Technology, Guangzhou 510006, China;
3. School of Business, Renmin University of China, Beijing 100872, China
HAN Yu, JIN Ying-Hua, TUN Wu-Qing. Statistical Inference for Autoregressive ConditionalDuration Models Based on Empirical Likelihood[J].J4, 2013, 51(02): 219-225.