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  • Search: subject:"Multiplicative intensity model"
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Year of publication
Subject
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Multiplicative intensity model 2 Bayesian Nonparametrics 1 Completely random measure 1 Counting process 1 Discrete observation 1 Hazard rate 1 Neutral to the right prior 1 Weak convergence 1 baseline level 1 complete independence 1 conditional independence 1 identification 1 intensity rate 1 log-linear intensity model 1 multiple interactions 1 multiplicative intensity model 1
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Online availability
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Undetermined 2
Type of publication
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Article 2 Book / Working Paper 1
Language
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Undetermined 3
Author
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Ghilagaber, Gebrenegus 1 Lijoi, Antonio 1 Nishiyama, Yoichi 1 Pruenster, Igor 1 Walker, Stephen G. 1
Institution
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International Centre for Economic Research (ICER) 1
Published in...
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Annals of the Institute of Statistical Mathematics 1 ICER Working Papers - Applied Mathematics Series 1 Quality & Quantity: International Journal of Methodology 1
Source
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RePEc 3
Showing 1 - 3 of 3
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Nonparametric inference in multiplicative intensity model by discrete time observation
Nishiyama, Yoichi - In: Annals of the Institute of Statistical Mathematics 62 (2010) 5, pp. 823-833
Persistent link: https://www.econbiz.de/10008533952
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Posterior analysis for some classes of nonparametric models
Lijoi, Antonio; Pruenster, Igor; Walker, Stephen G. - International Centre for Economic Research (ICER) - 2008
intensity model. His proofs rely on the so{called Bayesian Poisson partition calculus. Here we provide new proofs based on an … obtained the posterior distribution for an intensity or hazard rate modeled as a mixture under a general multiplicative …
Persistent link: https://www.econbiz.de/10004980481
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On the Problem of Identification in Multiplicative Intensity-Rate Models with Multiple Interactions
Ghilagaber, Gebrenegus - In: Quality & Quantity: International Journal of Methodology 33 (1999) 1, pp. 45-58
Persistent link: https://www.econbiz.de/10009391221
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