scientific article; zbMATH DE number 1487896

MaRDI QIDQ4494427zbMATH OpenFDO

Authors Petr Volf

Publication date 18 February 2001

zbMATH Keywords

counting processCox modelcumulative processfinancial transactionshazard functionintensity

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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• On cumulative process model and its statistical analysis.
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• Multi-state models for event history analysis

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