Cox's factoring of regression model likelihoods for continuous-time processes

DOI10.2307/3318532zbMath0899.62114OpenAlexW2152682534MaRDI QIDQ1385007

Wolfgang Wefelmeyer, Prescilla E. Greenwood

Publication date: 8 September 1998

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/7d988b0d025a64137b67cf7be6a0b79f29b6a31f

zbMATH Keywords

partial likelihoodsemimartingalessurvival analysisfactorizationdiffusions with jumpscounting process regressionpartially specified model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalizations of martingales (60G48)

This page was built for publication: Cox's factoring of regression model likelihoods for continuous-time processes