| Publication | Date of Publication | Type |
|---|
Estimation in a general mixture of Markov jump processes
The Canadian Journal of Statistics | 2024-11-24 | Paper |
Mover-stayer model with covariate effects on stayer's probability and mover's transitions
Applied Stochastic Models in Business and Industry | 2024-07-18 | Paper |
Dynamic estimation with random forests for discrete-time survival data
The Canadian Journal of Statistics | 2022-08-02 | Paper |
Estimation and status prediction in a discrete mover-stayer model with covariate effects on stayer's probability
Applied Stochastic Models in Business and Industry | 2019-03-07 | Paper |
Nonparametric estimation of the cumulative intensities in an interval censored competing risks model
Lifetime Data Analysis | 2015-10-16 | Paper |
Nonparametric estimation in an ``illness-death model when all transition times are interval censored
Biometrical Journal | 2013-11-19 | Paper |
Nonparametric Estimation in a Markov “Illness–Death” Process from Interval Censored Observations with Missing Intermediate Transition Status
Biometrics | 2009-04-23 | Paper |
Discrete quantile estimation
| 2009-01-20 | Paper |
Estimation in the Mixture of Markov Chains Moving With Different Speeds
Journal of the American Statistical Association | 2007-08-20 | Paper |
Estimation in the continuous time mover-stayer model with an application to bond ratings migration
Applied Stochastic Models in Business and Industry | 2005-05-20 | Paper |
Maximum likelihood estimation of hidden Markov processes
The Annals of Applied Probability | 2004-03-30 | Paper |
Parametric estimation of hazard functions with stochastic covariate processes
Sankhyā. Series A. Methods and Techniques | 2001-09-11 | Paper |
Gussian diffusions and continuous state branching processes with killing
Communications in Statistics. Stochastic Models | 2001-03-19 | Paper |
ASYMPTOTIC INFERENCE FOR THE PARAMETERS OF A DISCRETE‐TIME SQUARE‐ROOT PROCESS
Mathematical Finance | 1998-01-21 | Paper |
scientific article; zbMATH DE number 954977 (Why is no real title available?)
| 1996-12-08 | Paper |
scientific article; zbMATH DE number 954493 (Why is no real title available?)
| 1996-12-08 | Paper |
Distributions associated with markov processes with killing
Communications in Statistics. Stochastic Models | 1996-10-14 | Paper |
Semiparametric Estimation in a Three-State Duration-Dependent Markov Model from Interval-Censored Observations with Application to AIDS Data
Biometrics | 1995-12-13 | Paper |
scientific article; zbMATH DE number 509153 (Why is no real title available?)
| 1994-03-01 | Paper |
scientific article; zbMATH DE number 410143 (Why is no real title available?)
| 1993-09-07 | Paper |
Testing the Adequacy of Markov Chain and Mover-Stayer Models as Representations of Credit Behavior
Operations Research | 1985-01-01 | Paper |
A structure of doubly stochastic Markov chains
Linear Algebra and its Applications | 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
Journal of Multivariate Analysis | 1983-01-01 | Paper |
[https://portal.mardi4nfdi.de/wiki/Publication:3879835 A structure of the Bang-Bang representation for 3�3 embeddable matrices]
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1980-01-01 | Paper |
The embedding problem for Markov chains with three states
Mathematical Proceedings of the Cambridge Philosophical Society | 1980-01-01 | Paper |
Total positivity and the embedding problem for Markov chains
Mathematical Proceedings of the Cambridge Philosophical Society | 1979-01-01 | Paper |
