Inference for a nonlinear counting process regression model

DOI10.1214/AOS/1176347745zbMath0721.62087OpenAlexW1975688674MaRDI QIDQ2641052

Klaus J. Utikal, Ian W. McKeague

Publication date: 1990

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347745

zbMATH Keywords

semi-Markov processescensored survival datacontinuous semimartingalesmartingale central limit theoremmultivariate counting processcovariance processage-dependent birth and death processesasymptotic stability assumptionsestimators of conditional hazard functionsgeneral jump processesillness-death process with duration dependenceMartingale convergence techniquesnonparametric counting process regression modelrecurrent failures

Mathematics Subject Classification ID

Density estimation (62G07) Non-Markovian processes: estimation (62M09)

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