Parameter inference from hitting times for perturbed Brownian motion
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Publication:747369
DOI10.1007/s10985-014-9307-7zbMath1322.62091arXiv1312.5207WikidataQ28396206 ScholiaQ28396206MaRDI QIDQ747369
Susanne Ditlevsen, Massimiliano Tamborrino, Peter Lansky
Publication date: 16 October 2015
Published in: Lifetime Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.5207
maximum likelihood estimation; Wiener process; first passage times; survival analysis; degradation process; effect of intervention
62P10: Applications of statistics to biology and medical sciences; meta analysis
62F10: Point estimation
60J65: Brownian motion
92C50: Medical applications (general)
62N02: Estimation in survival analysis and censored data
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