The likelihood of mixed hitting times
Jaap H. Abbring, Tim Salimans
| Year of publication: |
2021
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|---|---|
| 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
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| 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 | Dauer | Duration | Statistische Bestandsanalyse | Arbeitskampf | Industrial action | Suchtheorie | Search theory | Optionspreistheorie | Option pricing theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2019.08.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012619975