Inference for a nonlinear counting process regression model
age-dependent birth and death processesasymptotic stability assumptionscensored survival datacontinuous semimartingalescovariance processestimators of conditional hazard functionsgeneral jump processesillness-death process with duration dependencemartingale central limit theoremMartingale convergence techniquesmultivariate counting processnonparametric counting process regression modelrecurrent failuressemi-Markov processes
Asymptotic properties for a class of estimators of conditional hazard functions are derived. The phenomenon is modelled as a multivariate counting process with intensity factored as the product of a covariance process and an indicator of the risk condition. Martingale convergence techniques are used and the results obtained extended to continuous semimartingales. The approach is shown to apply to general jump processes.
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