Hazard rate and observed covariates: a natural way of parametrization

DOI10.1080/07362999408809358zbMath0801.60032OpenAlexW1997179516MaRDI QIDQ4303240

Anatoliy I. Yashin

Publication date: 21 November 1994

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999408809358

zbMATH Keywords

hazard rateconditional Gaussian propertyGauss-Markov type stochastic processparametrization of the conditional survival function

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Markov processes (60J99)

Cites Work

• A random-walk model of human mortality and aging
• A note on random intensities and conditional survival functions
• Survival functions induced by stochastic covariate processes
• Evaluation of various Wiener integrals by use of certain Sturm-Liouville differential equations
• Unnamed Item

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