Nonparametric Inference for a Family of Counting Processes
Let B = (N1, ⋯, Nk) be a multivariate counting process and let Ftbe the collection of all events observed on the time interval [ 0, t]. The intensity process is given by $\Lambda_i(t) = \lim_{h \downarrow 0} \frac{1}{h}E(N_i(t + h) - N_i(t) \mid \mathscr{F}_t)\quad i = 1, \cdots, k.$ We give an appl...
| Veröffentlicht in: | The Annals of Statistics. - Institute of Mathematical Statistics. - 6(1978), 4, Seite 701-726 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
1978
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| Zugriff auf das übergeordnete Werk: | The Annals of Statistics |
| Schlagworte: | Point process counting process intensity process inference for stochastic processes nonparametric theory empirical process survival analysis martingales stochastic integrals Mathematics mehr... |
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