Halina Frydman

Available identifiers

zbMath Open frydman.halinaMaRDI QIDQ746410

List of research outcomes

Publication	Date of Publication	Type
Estimation in a general mixture of Markov jump processes	2024-11-24	Paper
Mover-stayer model with covariate effects on stayer's probability and mover's transitions	2024-07-18	Paper
Dynamic estimation with random forests for discrete‐time survival data	2022-08-02	Paper
Estimation and status prediction in a discrete mover‐stayer model with covariate effects on stayer's probability	2019-03-07	Paper
Nonparametric estimation of the cumulative intensities in an interval censored competing risks model	2015-10-16	Paper
Nonparametric estimation in an ``illness-death model when all transition times are interval censored	2013-11-19	Paper
Nonparametric Estimation in a Markov “Illness–Death” Process from Interval Censored Observations with Missing Intermediate Transition Status	2009-04-23	Paper
https://portal.mardi4nfdi.de/entity/Q5503839	2009-01-20	Paper
Estimation in the Mixture of Markov Chains Moving With Different Speeds	2007-08-20	Paper
Estimation in the continuous time mover-stayer model with an application to bond ratings migration	2005-05-20	Paper
Maximum likelihood estimation of hidden Markov processes	2004-03-30	Paper
Parametric estimation of hazard functions with stochastic covariate processes	2001-09-11	Paper
Gussian diffusions and continuous state branching processes with killing	2001-03-19	Paper
ASYMPTOTIC INFERENCE FOR THE PARAMETERS OF A DISCRETE‐TIME SQUARE‐ROOT PROCESS	1998-01-21	Paper
https://portal.mardi4nfdi.de/entity/Q3837298	1996-12-08	Paper
https://portal.mardi4nfdi.de/entity/Q4718578	1996-12-08	Paper
Distributions associated with markov processes with killing	1996-10-14	Paper
Semiparametric Estimation in a Three-State Duration-Dependent Markov Model from Interval-Censored Observations with Application to AIDS Data	1995-12-13	Paper
https://portal.mardi4nfdi.de/entity/Q4280414	1994-03-01	Paper
https://portal.mardi4nfdi.de/entity/Q4203573	1993-09-07	Paper
Testing the Adequacy of Markov Chain and Mover-Stayer Models as Representations of Credit Behavior	1985-01-01	Paper
A structure of doubly stochastic Markov chains	1985-01-01	Paper
Maximum Likelihood Estimation in the Mover-Stayer Model	1984-01-01	Paper
On a number of Poisson matrices in bang-bang representations for 3x3 embeddable matrices	1983-01-01	Paper
A structure of the Bang-Bang representation for 3�3 embeddable matrices	1980-01-01	Paper
The embedding problem for Markov chains with three states	1980-01-01	Paper
Total positivity and the embedding problem for Markov chains	1979-01-01	Paper

Research outcomes over time

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