strike-durations

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jabbring / mht-likelihood

Replication package for Abbring and Salimans (2021), "The Likelihood of Mixed Hitting Times," with MATLAB code for estimating mixed hitting-time models

duration matlab estimation identification survival-analysis survival mixture likelihood maximum-likelihood first-passage-times hitting-times strike-durations duration-analysis mixed-hitting-time-model

Updated May 20, 2021
MATLAB

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strike-durations

Here is 1 public repository matching this topic...

jabbring / mht-likelihood

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