Estimation in some Counting Process Models with Multiplicative Structure
Svensson, Ake
Ann. Statist., Tome 17 (1989) no. 1, p. 1501-1508 / Harvested from Project Euclid
It is assumed that we observe one realization of an $r$-dimensional counting process with intensities that are products of a predictable weight process, a common function of time and parameters $\beta_i, i = 1, \cdots, r$, which distinguish the components. Provided the realization observed brings increasing information on $\beta$ as the observed time grows, strong consistency of a partial ML estimator is proved. For such realizations it is also proved that the estimate, after applying a random normalization, is asymptotically standard normal.
Publié le : 1989-12-14
Classification:  Counting processes,  Cox regression model,  martingale limit theorems,  62M09
@article{1176347378,
     author = {Svensson, Ake},
     title = {Estimation in some Counting Process Models with Multiplicative Structure},
     journal = {Ann. Statist.},
     volume = {17},
     number = {1},
     year = {1989},
     pages = { 1501-1508},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176347378}
}
Svensson, Ake. Estimation in some Counting Process Models with Multiplicative Structure. Ann. Statist., Tome 17 (1989) no. 1, pp.  1501-1508. http://gdmltest.u-ga.fr/item/1176347378/