Hazard rate model and statistical analysis of a compound point process.

MaRDI QIDQ5389856zbMATH OpenFDO

Authors Petr Volf

Publication date 23 April 2012

Full work available at URL https://eudml.org/doc/33787, http://www.kybernetika.cz/content/2005/6/773

zbMATH Keywords

counting processCox regression modelfinancial seriesprediction

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Survival analysis and censored data (62N99) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

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Cited in

(5)

• Demographische Mortalitätsanalyse: Ein Punktprozeß-Modell
• scientific article; zbMATH DE number 1487896 (Why is no real title available?)
• On cumulative process model and its statistical analysis.
• Real time analysis of signed marked random measures with applications to finance and insurance
• A stationary proportional hazard class process and its applications

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