A Dynamic Semiparametric Proportional Hazard Model

DOI10.2202/1558-3708.1377MaRDI QIDQ5452771zbMATH OpenOpenAlexFDO

Authors Frank Gerhard, Nikolaus Hautsch

Publication date 4 April 2008

Published in Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL https://curis.ku.dk/ws/files/23253814/FRU200605.pdf

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric inference (62G99)

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Cited in

(9)

• Time on the market and probability of sale using a generalized geometric hazard model
• Intraday trade and quote dynamics: A Cox regression analysis
• A semiparametric bivariate probit model for joint modeling of outcomes in STEMI patients
• A class of parametric dynamic survival models
• Duration time-series models with proportional hazard
• A stationary proportional hazard class process and its applications
• Pricing time-to-event contingent cash flows: a discrete-time survival analysis approach
• Semi-parametric accelerated hazard relational models with applications to mortality projections
• Semiparametric proportional hazards estimation of competing risks models with time-varying covariates

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