Recurrent events and the exploding Cox model

DOI10.1007/S10985-010-9180-YzbMath1322.62272OpenAlexW2031781471WikidataQ40986778 ScholiaQ40986778MaRDI QIDQ746078

Håkon K. Gjessing, Kjetil Røysland, Odd O. Aalen, Edsel A. Peña

Publication date: 15 October 2015

Published in: Lifetime Data Analysis (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc4066394

zbMATH Keywords

stochastic differential equationbirth processCox regressionLipschitz conditionmartingale problemrecurrent eventsexplosionAalen regressionFeller criterionhonest process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuous-time Markov processes on discrete state spaces (60J27) Reliability and life testing (62N05)

Related Items (10)

Bayesian regression model for recurrent event data with event-varying covariate effects and event effect ⋮ Equivalent martingale measures for Lévy-driven moving averages and related processes ⋮ Exponential Martingales and Changes of Measure for Counting Processes ⋮ Nonparametric Bayes estimation of gap-time distribution with recurrent event data ⋮ Filtered likelihood for point processes ⋮ Modeling past event feedback through biomarker dynamics in the multistate event analysis for cardiovascular disease data ⋮ Nonparametric likelihood based estimation of linear filters for point processes ⋮ Dynamical properties of endomorphisms, multiresolutions, similarity and orthogonality relations ⋮ Asymptotics for a class of dynamic recurrent event models ⋮ Semiparametric estimation with recurrent event data under informative monitoring

Uses Software

• invGauss

Cites Work

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