Estimation in some counting process models with multiplicative structure

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

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

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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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• Slochastic multicompartmental systems. a counting process approach for parameter estimation(°)
• MODEL REFERENCE ADAPTIVE SYSTEM ESTIMATES FOR COUNTING PROCESSES
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• Model counting meets \(F_0\) estimation
• Efficient Estimation of Fixed and Time‐varying Covariate Effects in Multiplicative Intensity Models
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• Nonparametric Estimation of Multiplicative Counting Process Intensity Functions with an Application to the Beijing SARS Epidemic
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