A Dynamic Semiparametric Proportional Hazard Model
DOI10.2202/1558-3708.1377zbMATH Open1269.62068OpenAlexW3121764676MaRDI QIDQ5452771FDOQ5452771
Authors: Frank Gerhard, Nikolaus Hautsch 
Publication date: 4 April 2008
Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)
Full work available at URL: https://curis.ku.dk/ws/files/23253814/FRU200605.pdf
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- Duration time-series models with proportional hazard
- Pricing time-to-event contingent cash flows: a discrete-time survival analysis approach
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