Pseudomartingale Estimating Equations for Modulated Renewal Process Models

DOI10.1111/J.1467-9868.2008.00680.XzbMath1231.62045OpenAlexW2052909442MaRDI QIDQ3551029

Jason P. Fine, Feng-Chang Lin

Publication date: 8 April 2010

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9868.2008.00680.x

zbMATH Keywords

ergodicitylarge sample theoryadditive risk modelself-exciting processearthquake intensitysemiparametric epidemic-type aftershock sequence model

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Generalizations of martingales (60G48) Renewal theory (60K05)

Related Items (3)

Estimating the inter-occurrence time distribution from superposed renewal processes ⋮ A semiparametric additive rate model for a modulated renewal process ⋮ Analysis of cyclic recurrent event data with multiple event types

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