Mixed Hitting-Time Models

DOI10.3982/ECTA7312zbMath1274.91335OpenAlexW3090293382MaRDI QIDQ2859072

Jaap H. Abbring

Publication date: 6 November 2013

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta7312

zbMATH Keywords

mixtureLévy processhitting timeidentifiabilityduration analysis

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic models in economics (91B70) Stopping times; optimal stopping problems; gambling theory (60G40) Heterogeneous agent models (91B69)

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