Replication package for Abbring and Salimans (2021), "The Likelihood of Mixed Hitting Times," with MATLAB code for estimating mixed hitting-time models
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Updated
May 20, 2021 - MATLAB
Replication package for Abbring and Salimans (2021), "The Likelihood of Mixed Hitting Times," with MATLAB code for estimating mixed hitting-time models
An implementation of overdamped Langevin dynamics with tools for calculating mean first passage time and mean square displacement.
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