The likelihood of mixed hitting times
type: Item
instance of: scholarly article
title: The likelihood of mixed hitting times
author: Jaap H. Abbring
author: Tim Salimans
published in: Journal of Econometrics
publication date: 2021-07-30T00:00:00Z
full work available at URL: https://arxiv.org/abs/1905.03463
Mathematics Subject Classification ID: 62-XX
Mathematics Subject Classification ID: 91-XX
zbMATH DE Number: 7376498
zbMATH Keywords: duration analysis
zbMATH Keywords: first passage time
zbMATH Keywords: identification
zbMATH Keywords: Laplace transform
zbMATH Keywords: Lévy process
zbMATH Keywords: maximum likelihood
zbMATH Keywords: Mellin's inverse formula
zbMATH Keywords: mixture
zbMATH Keywords: optimal stopping
zbMATH Keywords: strike duration
describes a project that uses: Matlab
MaRDI profile type: Publication
OpenAlex ID: W2186102378
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DOI: 10.1016/J.JECONOM.2019.08.017
description: scientific article; zbMATH DE number 7376498