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The likelihood of mixed hitting times
Jaap Abbring
, Tim Salimans
Econometrics and OR
Research Group: Econometrics
Research output
:
Contribution to journal
›
Article
›
Scientific
›
peer-review
2
Citations (Scopus)
Overview
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Keyphrases
Hitting Time Model
100%
Lvy Processes
100%
Hitting Time
100%
Laplace Transform
100%
Numerical Methods
50%
Matrix Laboratory (MATLAB)
50%
Maximum Likelihood Estimator
50%
Special Properties
50%
Heterogeneous Thresholds
50%
First Passage Time
50%
Mathematics
Hitting Time
100%
Time Model
66%
Laplace Transform
66%
Lvy Process
66%
MATLAB
33%
Maximum Likelihood Estimator
33%
Special Property
33%
Closed Form
33%
First passage time
33%
Mathematical Method
33%