First Passage Time of a Lévy Degradation Model with Random Effects-Reference-Cited by-同舟云学术

First Passage Time of a Lévy Degradation Model with Random Effects

Published:2018-08-07 Issue:1 Volume:21 Page:315-329
ISSN:1387-5841
Container-title:Methodology and Computing in Applied Probability
language:en
Short-container-title:Methodol Comput Appl Probab

Author:

Balakrishnan Narayanaswamy,Qin Chengwei^ORCID

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Statistics and Probability

Link

http://link.springer.com/article/10.1007/s11009-018-9657-9/fulltext.html

Reference39 articles.

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4. Carrasco M, Florens J (2000) Generalization of GMM to a continuum of moment conditions. Economet Theor 16:797–834

5. Carrasco M, Florens J (2002) Efficient GMM Estimation using the empirical characteristic function, working paper, Department of Economics, University of Rochester

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