Generalized duration models and optimal estimation using estimating functions (Q2255169)

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scientific article; zbMATH DE number 6399266
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    Generalized duration models and optimal estimation using estimating functions
    scientific article; zbMATH DE number 6399266

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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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