scientific article; zbMATH DE number 1017406

MaRDI QIDQ4339115zbMATH OpenFDO

Authors Stefan Wagenpfeil

Publication date 5 June 1997

zbMATH Keywords

dynamical effectsiterated procedureKalman filter and smoothernonproportional hazardsstate-space formtime-discrete models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics (62P99) Probabilistic methods, stochastic differential equations (65C99) Filtering in stochastic control theory (93E11)

Recommendations

• Posterior Mode Estimation by Extended Kalman Filtering for Multivariate Dynamic Generalized Linear Models
• Dynamic modelling and penalized likelihood estimation for discrete time survival data
• Smoothing Hazard Functions and Time-Varying Effects in Discrete Duration and Competing Risks Models
• Dynamic Bayesian Models for Survival Data

Cited in

(5)

• Behavioral event data and their analysis
• Event Analytics
• Dynamics and predictions in the co-event interpretation
• scientific article; zbMATH DE number 67509 (Why is no real title available?)
• Multi-state models for event history analysis

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4339115)