Statistical analysis of counting processes
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(52)- Stochastic calculus as a tool in survival analysis: A review
- Some test statistics based on the martingale term of the empirical distribution function
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- Rosenthal's inequality for point process martingales
- Bayesian inference for continuous-time hidden Markov models with an unknown number of states
- Estimating a parametric trend component in a continuous-time jump-type process
- Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data
- A penalty method for nonparametric estimation of the intensity function of a counting process
- Interview with Anja Sattelmacher: between viewing and touching -- models and their materiality
- Nonparametric model checking for \(k\)-out-of-\(n\) systems
- Nonparametric estimation of actuarial values
- Non-parametric estimation of the conditional distribution of the interjumping times for piecewise-deterministic Markov processes
- A note on the exponentiality of total hazards before failure
- Stochastic calculus as a tool in survival analysis: A review
- Some developments in semiparametric statistics
- A test of goodness of fit testing for stochastic intensities associated to counting processes.
- Histogram maximum likelihood estimator in the multiplicative intensity model
- A filtering model for Bayesian analysis of failure data contaminated by maintenance
- Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals
- Optimal nonparametric estimation for some semimartingale stochastic differential equations
- Asymptotical Properties of Nonparametric Point Estimators Based on Complexly Structured Reliability Data with Right-Censoring (Part1)
- Hattendorff's Theorem: A Markov chain and counting process approach
- \(M\)-estimation in nonlinear regression for longitudinal data
- Statistical analysis of queueing systems
- Adaptive estimation of the conditional intensity of marker-dependent counting processes
- Nonparametric estimation of intensities of nonhomogeneous Poisson processes
- Stochastic models for two‐mode compartmental systems and their asymptotic reduction
- The multivariate hazard construction
- Recurrent events and the exploding Cox model
- Self-exciting counting process systems with finite state space
- ON LIKELIHOOD ESTIMATION FOR DISCRETELY OBSERVED MARKOV JUMP PROCESSES
- Designing universal causal deep learning models: The geometric (Hyper)transformer
- Statistical modelling via partitioned counting processes
- Optimal nonparametric estimation for some semimartingale stochastic differential equations
- A non-Markovian model for cell population growth: speed of convergence and central limit theorem
- Estimation for renewal processes with unobservable gamma or Erlang interarrival times
- Central limit theorem for weighted martingales with applications
- From differential to difference importance measures for Markov reliability models
- Asymptotic properties of the left kaplan-meier estimator
- Riemann surfaces for integer counting processes
- Cumulative regression function tests for regression models for longitudinal data
- Estimating the survival functions in a censored semi-competing risks model
- Curved exponential families of stochastic processes and their envelope families
- Asymptotic results for the risk process based on marked point processes
- The martingale method: Introductory sketch and access to the literature
- On dependent marking and thinning of point processes
- DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE
- Nonparametric estimation of the jump rate for non-homogeneous marked renewal processes
- Birth death swap population in random environment and aggregation with two timescales
- Multivariate conditional hazard rate functions -- an overview
- Stochastic kinetic models: dynamic independence, modularity and graphs
- Nonparametric estimation of the integrated intensity of an unobservable transition in a Markov illness-death process
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