Survival models based on the Ornstein-Uhlenbeck process
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Cites work
- scientific article; zbMATH DE number 3963044 (Why is no real title available?)
- scientific article; zbMATH DE number 1292563 (Why is no real title available?)
- A Limit Theorem for Passage Times in Ergodic Regenerative Processes
- A random-walk model of human mortality and aging
- A theory of the term structure of interest rates
- Domain of attraction of the quasi-stationary distributions for the Ornstein-Uhlenbeck process
- Effects of unobserved and partially observed covariate processes on system failure: A review of models and estimation strategies
- First-passage-time density and moments of the ornstein-uhlenbeck process
- Frailty models based on Lévy processes
- Markov mortality models: implications of quasistationarity and varying initial distributions
- Median Treatment Effect in Randomized Trials
- Ornstein–Uhlenbeck process with quadratic killing
- Ruin theory with stochastic return on investments
- Survival functions induced by stochastic covariate processes
- Survival in dynamic environments
Cited in
(35)- Bayesian random-effects threshold regression with application to survival data with nonproportional hazards
- Long-term time-dependent stochastic modelling of extreme waves
- Survival Analysis via Ordinary Differential Equations
- A boosting first-hitting-time model for survival analysis in high-dimensional settings
- On two diffusion neuronal models with multiplicative noise: the mean first-passage time properties
- On the asymptotic behavior of the parameter estimators for some diffusion processes: application to neuronal models
- On the generalization of logarithmic upper function for solution of a linear stochastic differential equation with a nonexponentially stable matrix
- Analysis of a stochastic logistic model with diffusion and Ornstein–Uhlenbeck process
- On upper functions for integral quadratic functionals based on time-varying Ornstein-Uhlenbeck process
- Understanding the shape of the hazard rate: A process point of view. (With comments and a rejoinder).
- Modeling correlated uncertainties in stochastic compartmental models
- A bivariate gamma model for a latent degradation process
- On the reflected Ornstein-Uhlenbeck process with catastrophes
- Threshold regression for survival analysis: modeling event times by a stochastic process reaching a boundary
- Latent diffusion models for survival analysis
- Computing survival probabilities based on stochastic differential models
- Ornstein-Uhlenbeck threshold regression for time-to-event data with and without a cure fraction
- Analytical survival analysis of the Ornstein-Uhlenbeck process
- Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting
- A review of the methods for signal estimation in stochastic diffusion leaky integrate-and-fire neuronal models
- Inference in generalized exponential O-U processes
- Analytical survival analysis of the non-autonomous Ornstein-Uhlenbeck process
- Estimation of the input parameters in the Feller neuronal model
- Graphical modeling of stochastic processes driven by correlated noise
- Modeling of Material Wastage by Ornstein-Uhlenbeck Process
- Benefits of Threshold Regression: A Case-Study Comparison with Cox Proportional Hazards Regression
- Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes
- Power Brownian motion: an Ornstein-Uhlenbeck lookout
- Ornstein–Uhlenbeck process with quadratic killing
- Volatility estimation and jump detection for drift-diffusion processes
- A result on the first-passage time of an Ornstein-Uhlenbeck process
- A new class of semiparametric transformation models based on first hitting times by latent degradation processes
- Special issue dedicated to Odd O. Aalen
- Piecewise-tunneled captive processes and corridored random particle systems
- Motifs for processes on networks
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