Pages that link to "Item:Q746078"
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The following pages link to Recurrent events and the exploding Cox model (Q746078):
Displaying 10 items.
- Equivalent martingale measures for Lévy-driven moving averages and related processes (Q1639665) (← links)
- Filtered likelihood for point processes (Q1745614) (← links)
- Modeling past event feedback through biomarker dynamics in the multistate event analysis for cardiovascular disease data (Q2247475) (← links)
- Dynamical properties of endomorphisms, multiresolutions, similarity and orthogonality relations (Q2305700) (← links)
- Asymptotics for a class of dynamic recurrent event models (Q2832025) (← links)
- Nonparametric Bayes estimation of gap-time distribution with recurrent event data (Q2934393) (← links)
- Semiparametric estimation with recurrent event data under informative monitoring (Q3145395) (← links)
- Exponential Martingales and Changes of Measure for Counting Processes (Q3194568) (← links)
- Bayesian regression model for recurrent event data with event-varying covariate effects and event effect (Q5035734) (← links)
- Nonparametric likelihood based estimation of linear filters for point processes (Q5963732) (← links)
