Random time changes for multivariate counting processes

DOI10.1080/03461238.1978.10419480zbMATH Open0375.60066OpenAlexW2012227245MaRDI QIDQ4155576FDOQ4155576

Odd O. Aalen, Jan M. Hoem

Publication date: 1978

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1978.10419480

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Stochastic processes (60G99)

Cites Work

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• Radon-Nikodym derivatives with respect to measures induced by discontinuous independent-increment processes
• Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales
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• Statistical Methods for Poisson Processes and Exponential Populations
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Cited In (13)

• Estimating a parametric trend component in a continuous-time jump-type process
• A note on the exponentiality of total hazards before failure
• Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals
• Statistische Analyse des homogenen und des inhomogenen Poissonprozesses
• Random time change and an integral representation for marked stopping times
• Properties of test statistics applied to residuals in failure time models
• Special issue: Papers from the 7th Eugene Lukacs conference on Mathematical statistics and probability theory. Bowling Green State Univ., Bowling Green, OH, USA, April 25--27, 1997
• The multivariate hazard construction
• Transforming spatial point processes into Poisson processes
• Local characteristics and tangency of vector-valued martingales
• A contribution to the statistical theory of linear graduation
• Multivariate conditional hazard rate functions -- an overview
• A general model in risk theory. An application of modern martingale theory. Part one: Theoretic foundations

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