Random time changes for multivariate counting processes

DOI10.1080/03461238.1978.10419480zbMath0375.60066OpenAlexW2012227245MaRDI QIDQ4155576

Odd O. Aalen, Jan M. Hoem

Publication date: 1978

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1978.10419480

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Stochastic processes (60G99) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (12)

The multivariate hazard construction ⋮ Estimating a parametric trend component in a continuous-time jump-type process ⋮ A note on the exponentiality of total hazards before failure ⋮ Random time change and an integral representation for marked stopping times ⋮ Local characteristics and tangency of vector-valued martingales ⋮ A general model in risk theory. An application of modern martingale theory. Part one: Theoretic foundations ⋮ Statistische Analyse des homogenen und des inhomogenen Poissonprozesses ⋮ Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals ⋮ Special issue: Papers from the 7th Eugene Lukacs conference on Mathematical statistics and probability theory. Bowling Green State Univ., Bowling Green, OH, USA, April 25--27, 1997 ⋮ Properties of test statistics applied to residuals in failure time models ⋮ A contribution to the statistical theory of linear graduation ⋮ Transforming spatial point processes into Poisson processes

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