Identifying nonlinear covariate effects in semimartingale regression models

DOI10.1007/BF01217745zbMath0685.62063MaRDI QIDQ1262059

Ian W. McKeague, Klaus J. Utikal

Publication date: 1990

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

functional central limit theoremdiffusion processesproportional hazards modelcounting processstochastic integralsemimartingalegoodness-of-fit testcensored survival dataGaussian random fieldtest for independencemultiparameter Wiener processnonlinear semimartingale regressiontest for time-homogeneity

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) General nonlinear regression (62J02) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes (62M99) Functional limit theorems; invariance principles (60F17)

Related Items (7)

Nonparametric inference for a doubly stochastic Poisson process ⋮ Flexible competing risks regression modeling and goodness-of-fit ⋮ Efficient estimation in a nonlinear counting-process regression model ⋮ Model checks under random censorship ⋮ Nonparametric inference for Markovian interval processes ⋮ Stochastic calculus as a tool in survival analysis: A review ⋮ Stochastic calculus as a tool in survival analysis: A review

Cites Work

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