This paper proposes a Bayesian estimator for a discrete time duration model which incorporates a non-parametric specification of the unobserved heterogeneity distribution, through the use of a ...
We extend the forward-backward martingale approach to Stratonovich integrals developed by Zheng and Lyons to the general context of Dirichlet spaces. From this perspective, it is clear that the ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results