Estimation in some counting process models with multiplicative structure

DOI10.1214/AOS/1176347378zbMATH Open0695.62208OpenAlexW2014097667MaRDI QIDQ910141FDOQ910141

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)

Cited In (12)

• Sequential estimation for a family of counting processes in the nuisance parameter case
• An on-line parameter estimation algorithm for counting process observations (Corresp.)
• Title not available (Why is that?)
• Empirical assessment of the maximum likelihood estimator quality in a parametric counting process model for recurrent events
• Recursive approximate maximum likelihood estimation for a class of counting process models
• A count model based on Mittag-Leffler interarrival times
• Title not available (Why is that?)
• Title not available (Why is that?)
• Model counting meets \(F_0\) estimation
• Efficient Estimation of Fixed and Time‐varying Covariate Effects in Multiplicative Intensity Models
• A bivariate counting process
• Nonparametric Estimation of Multiplicative Counting Process Intensity Functions with an Application to the Beijing SARS Epidemic

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