Thavaneswaran, Aerambamoorthy; Ravishanker, Nalini; … - In: Annals of the Institute of Statistical Mathematics 67 (2015) 1, pp. 129-156
functions are optimal and are more informative than component estimating functions. The combined estimating functions approach … information about higher order conditional moments of the observed duration process become available, combined estimating … estimating functions provides a mechanism for fast estimation in the general case, and is illustrated using simulated data sets …
