A martingale approach to continuous-time marginal structural models (Q638761): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / arXiv ID
 
Property / arXiv ID: 0901.2593 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Survival and event history analysis. A process point of view / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical models based on counting processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3899365 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4269108 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Graphical Models for Marked Point Processes Based on Local Independence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Noncausality in Continuous Time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4778955 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sur l'int�grabilit� uniforme des martingales exponentielles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical modeling of causal effects in continuous time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of the time-dependent accelerated failure time model in the presence of confounding factors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Composable Markov processes / rank
 
Normal rank

Latest revision as of 10:27, 4 July 2024

scientific article
Language Label Description Also known as
English
A martingale approach to continuous-time marginal structural models
scientific article

    Statements

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references