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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    A Monte Carlo study of time aggregation in continuous-time and discrete-time parametric hazard models
    scientific article; zbMATH DE number 1190241

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      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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