https://github.com/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 duration-analysis estimation first-passage-times hitting-times identification likelihood matlab maximum-likelihood mixed-hitting-time-model mixture strike-durations survival survival-analysis

Last synced: 13 Oct 2025