Recurrent events and the exploding Cox model

DOI10.1007/S10985-010-9180-YMaRDI QIDQ746078zbMATH OpenOpenAlexWikidataFDO

Authors Håkon K. Gjessing, Kjetil Røysland, Odd O. Aalen, Edsel A. Peña

Publication date 15 October 2015

Published in Lifetime Data Analysis (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc4066394

zbMATH Keywords

recurrent eventsstochastic differential equationexplosionCox regressionLipschitz conditionmartingale problembirth processAalen regressionFeller criterionhonest process

Mathematics Subject Classification ID

Reliability and life testing (62N05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuous-time Markov processes on discrete state spaces (60J27)

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Cited in

(10)

• Bayesian regression model for recurrent event data with event-varying covariate effects and event effect
• Exponential martingales and changes of measure for counting processes
• Modeling past event feedback through biomarker dynamics in the multistate event analysis for cardiovascular disease data
• Asymptotics for a class of dynamic recurrent event models
• Nonparametric Bayes estimation of gap-time distribution with recurrent event data
• Semiparametric estimation with recurrent event data under informative monitoring
• Nonparametric likelihood based estimation of linear filters for point processes
• Filtered likelihood for point processes
• Equivalent martingale measures for Lévy-driven moving averages and related processes
• Dynamical properties of endomorphisms, multiresolutions, similarity and orthogonality relations

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Uses Software

• invGauss

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