Recurrent first hitting times in Wiener diffusion under several observation schemes

DOI10.1007/S10985-012-9215-7zbMath1322.60186OpenAlexW2036856728WikidataQ45182614 ScholiaQ45182614MaRDI QIDQ746131

D. Kharzeev

Publication date: 15 October 2015

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

Full work available at URL: https://doi.org/10.1007/s10985-012-9215-7

zbMATH Keywords

renewal processrecurrent eventsthreshold regressionlength-biased samplingchronic obstructive pulmonary diseaseexacerbationsobservation schemessample size planningWiener diffusion process

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Markov processes: estimation; hidden Markov models (62M05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (3)

Bayesian threshold regression model with random effects for recurrent events ⋮ Parameter inference from hitting times for perturbed Brownian motion ⋮ Accounting for delayed entry into observational studies and clinical trials: length-biased sampling and restricted mean survival time

Cites Work

• Product-limit estimators of the gap time distribution of a renewal process under different sampling patterns
• Threshold regression for survival analysis: modeling event times by a stochastic process reaching a boundary
• Generating Random Variates Using Transformations with Multiple Roots

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