Asymptotic inference for multiplicative counting processes based on one realization

DOI10.1016/0047-259X(90)90009-7zbMath0699.62081OpenAlexW2148889417MaRDI QIDQ913425

Åke Svensson

Publication date: 1990

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(90)90009-7

zbMATH Keywords

consistencygoodness-of-fit testscounting processmartingale limit theoremsCox regression modeltime-inhomogeneous Poisson process

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09) Non-Markovian processes: hypothesis testing (62M07)

Cites Work

• Cox's regression model for counting processes: A large sample study
• Stable convergence of semimartingales
• On a goodness-of-fit test for multiplicative Poisson models
• Maximum-Likelihood Estimation of Parameters Subject to Restraints
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