A penalty method for nonparametric estimation of the intensity function of a counting process
| Year of publication: |
1989
|
|---|---|
| Authors: | Antoniadis, Anestis |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 41.1989, 4, p. 781-807
|
| Publisher: |
Springer |
| Subject: | Penalized likelihood | counting processes | multiplicative intensity | censored data | martingales | Sobolev spaces | kernel estimation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005169322