Identifying nonlinear covariate effects in semimartingale regression models
DOI10.1007/BF01217745zbMath0685.62063MaRDI QIDQ1262059
Ian W. McKeague, Klaus J. Utikal
Publication date: 1990
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
functional central limit theorem; diffusion processes; proportional hazards model; counting process; stochastic integral; semimartingale; goodness-of-fit test; censored survival data; Gaussian random field; test for independence; multiparameter Wiener process; nonlinear semimartingale regression; test for time-homogeneity
62E20: Asymptotic distribution theory in statistics
62G05: Nonparametric estimation
62M09: Non-Markovian processes: estimation
62J02: General nonlinear regression
62M05: Markov processes: estimation; hidden Markov models
62M99: Inference from stochastic processes
60F17: Functional limit theorems; invariance principles
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Cox's regression model for counting processes: A large sample study
- Probability estimates for multiparameter Brownian processes
- Generalized additive models
- A counting process approach to the regression analysis of grouped survival data
- Nonparametric inference for a family of counting processes
- Inference for a nonlinear counting process regression model
- Multiple Wiener integral
- Local Likelihood Estimation
- Confidence bands for a survival curve from censored data
- Central limit theorems for local martingales
- Efficient estimation in a nonlinear counting-process regression model
- Weak convergence of stochastic integrals related to counting processes
- Martingales and stochastic integrals for processes with a multi-dimensional parameter
- A Note on the Absence of Tangencies in Gaussian Sample Paths
- On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter
- Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
- Stochastic calculus as a tool in survival analysis: A review