Nonparametric inference in multiplicative intensity model by discrete time observation

DOI10.1007/S10463-008-0196-YzbMath1432.62078OpenAlexW2082668532MaRDI QIDQ907019

Yoichi Nishiyama

Publication date: 1 February 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-008-0196-y

zbMATH Keywords

weak convergencecounting processmultiplicative intensity modeldiscrete observation

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

• Unnamed Item
• Nonparametric inference for a family of counting processes
• Weak convergence and empirical processes. With applications to statistics
• The statistical analysis of interval-censored failure time data.
• Calculation of noncrossing probabilities for Poisson processes and its corollaries
• Statistical models based on counting processes

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