Generalized duration models and optimal estimation using estimating functions (Q2255169)
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English | Generalized duration models and optimal estimation using estimating functions |
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Generalized duration models and optimal estimation using estimating functions (English)
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6 February 2015
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ACD models
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combined estimating functions
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generalized martingale differences
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quadratic log-SCD models
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random coefficients
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recursive estimates
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