A Dynamic Semiparametric Proportional Hazard Model
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Publication:5452771
DOI10.2202/1558-3708.1377zbMath1269.62068OpenAlexW3121764676MaRDI QIDQ5452771
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
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Monte Carlo methods (65C05) Nonparametric inference (62G99)
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