Statistical modelling via partitioned counting processes (Q1062405)

Partitioned counting processes arise from observation of the jumps of a counting process in disjoint stochastic time intervals. The multiplicative intensity model for a counting process is a statistical model for nonparametric inference about, e.g., the hazard function of a survival time distribution. In non-standard situations when the data are recorded only between two stopping times which vary from one individual to another, partitioned counting processes provide a simple approach to statistical modelling. Some recent extensions of Cox's regression model can be justified.