The likelihood of mixed hitting times
Year of publication: |
2021
|
---|---|
Authors: | Abbring, Jaap H. ; Salimans, Tim |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 223.2021, 2, p. 361-375
|
Subject: | Identification | Duration analysis | First passage time | Laplace transform | Lévy process | Maximum likelihood | Mellin’s inverse formula | Mixture | Optimal stopping | Strike duration | Stochastischer Prozess | Stochastic process | Statistische Bestandsanalyse | Optionspreistheorie | Option pricing theory | Dauer | Duration | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Statistische Verteilung | Statistical distribution | Suchtheorie | Search theory | Arbeitskampf | Industrial action |
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