A martingale approach to continuous-time marginal structural models

DOI10.3150/10-BEJ303zbMath1232.62128arXiv0901.2593MaRDI QIDQ638761

Kjetil Røysland

Publication date: 14 September 2011

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0901.2593

zbMATH Keywords

counting processesevent history analysismartingale measuresAalen's additive hazard model

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Non-Markovian processes: estimation (62M09) Censored data models (62N01) Medical applications (general) (92C50) Martingales with continuous parameter (60G44) Estimation in survival analysis and censored data (62N02)

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Uses Software

• invGauss
• ahw

Cites Work

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