Estimation is studied in a regression model for counting processes whose baseline intensity processes are of semi-Markov form. Asymptotic normality is established for a Breslow-type estimator of the cumulative baseline hazard for each gap time of the counting process.
机构:
Laboratoire de Mathématiques Appliquées de Compègne (LMAC), Université de Technologie de Compiègne, Sorbonne University Alliance, CompiègneLaboratoire de Mathématiques Appliquées de Compègne (LMAC), Université de Technologie de Compiègne, Sorbonne University Alliance, Compiègne
Limnios N.
Wu B.
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机构:
School of Managment and Economics, Beijing Institute of Technology, BeijingLaboratoire de Mathématiques Appliquées de Compègne (LMAC), Université de Technologie de Compiègne, Sorbonne University Alliance, Compiègne
机构:
Univ Rouen, Lab Math Raphael Salem, UMR 6085, Ave Univ,BP 12, F-76801 St Etienne Du Rouvray, FranceUniv Rouen, Lab Math Raphael Salem, UMR 6085, Ave Univ,BP 12, F-76801 St Etienne Du Rouvray, France
Barbu, Vlad Stefan
Bulla, Jan
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机构:
Univ Caen, Lab Math Nicolas Oresme, CNRS UMR 6139, F-14032 Caen, FranceUniv Rouen, Lab Math Raphael Salem, UMR 6085, Ave Univ,BP 12, F-76801 St Etienne Du Rouvray, France
Bulla, Jan
Maruotti, Antonello
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机构:
Univ Roma Tre, Dipartimento Ist Pubbl Econ & Societe, Rome, ItalyUniv Rouen, Lab Math Raphael Salem, UMR 6085, Ave Univ,BP 12, F-76801 St Etienne Du Rouvray, France
Maruotti, Antonello
JOURNAL OF RELIABILITY AND STATISTICAL STUDIES,
2012,
5
: 15
-
26
机构:
V. M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, KyivV. M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv
Knopov P.S.
Pepelyaeva T.V.
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机构:
V. M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, KyivV. M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv
Pepelyaeva T.V.
Demchenko I.Y.
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机构:
Taras Shevchenko National University of Kyiv, KyivV. M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv