Estimation in some counting process models with multiplicative structure

DOI10.1214/AOS/1176347378zbMath0695.62208OpenAlexW2014097667MaRDI QIDQ910141

Åke Svensson

Publication date: 1989

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347378

zbMATH Keywords

strong consistencycounting processmartingale limit theoremsCox regression modelpartial maximum likelihood estimatorpredictable weight process

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09)

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