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

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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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