Consistent semiparametric estimators for recurrent event times models with application to virtual age models (Q2278672)

This paper is a study on virtual age models. The authors propose the class of this models and a general method of estimation based on the likelihood function. They give general conditions for the consistency property. They also show that the general conditions are fulfilled for a large class of semiparametric models with very few assumptions on the model parameters. Their approach shows that empirical process techniques may be a worthwhile alternative to martingale methods for studying asymptotic properties of these inference methods. A simulation study is provided to illustrate their consistency results. They then illustrate the virtual age models using a real data example.