Duration time-series models with proportional hazard
DOI10.1111/J.1467-9892.2007.00546.XzbMATH Open1164.62045OpenAlexW2169991184MaRDI QIDQ3608189FDOQ3608189
Authors: Patrick Gagliardini, Christian Gouriéroux 
Publication date: 28 February 2009
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: http://crest.science/RePEc/wpstorage/2002-21.pdf
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Cited In (10)
- Vine copula specifications for stationary multivariate Markov chains
- Proportional hazards models for survival data with long-term survivors
- Intraday trade and quote dynamics: A Cox regression analysis
- A Dynamic Semiparametric Proportional Hazard Model
- Exploring the copula approach for the analysis of financial durations
- A stationary proportional hazard class process and its applications
- Estimation of copula-based semiparametric time series models
- A review of copula models for economic time series
- Some aspects of modeling dependence in copula-based Markov chains
- When is a proportional hazards model valid for both stock and flow sampled duration data?
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