Estimation in some counting process models with multiplicative structure

DOI10.1214/AOS/1176347378MaRDI QIDQ910141zbMATH OpenOpenAlexFDO

Authors Åke Svensson

Publication date 1989

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176347378

zbMATH Keywords

strong consistencyCox regression modelcounting processmartingale limit theoremspartial maximum likelihood estimatorpredictable weight process

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09)

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• Empirical assessment of the maximum likelihood estimator quality in a parametric counting process model for recurrent events
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• Efficient Estimation of Fixed and Time‐varying Covariate Effects in Multiplicative Intensity Models
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• On cumulative process model and its statistical analysis.
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