A Monte Carlo study of time aggregation in continuous-time and discrete-time parametric hazard models (Q1129149)
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scientific article; zbMATH DE number 1190241
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| English | A Monte Carlo study of time aggregation in continuous-time and discrete-time parametric hazard models |
scientific article; zbMATH DE number 1190241 |
Statements
A Monte Carlo study of time aggregation in continuous-time and discrete-time parametric hazard models (English)
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13 August 1998
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Monte Carlo simulation
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continuous-time
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discrete-time
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proportional hazard model
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time aggregation
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0.9220364689826964
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0.7559762597084045
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0.7534205913543701
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0.752780556678772
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0.7464659214019775
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