Smoothed maximum score estimation of discrete duration models
Year of publication: |
2019
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Authors: | Reza, Sadat ; Rilstone, Paul |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 12.2019, 2/64, p. 1-16
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Subject: | maximum score estimator | discrete duration models | efficient semiparamteric estimation | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Nichtparametrisches Verfahren | Nonparametric statistics |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm12020064 [DOI] hdl:10419/238993 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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