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  • Search: subject:"counting process"
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Year of publication
Subject
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Counting process 30 counting process 24 Theorie 8 Theory 7 mixed proportional hazard 6 purchase timing 5 Likelihood ratio 4 Multiple Markov process 4 Weak convergence 4 linear rank estimation 4 Counting Process 3 Counting process theory 3 Estimation 3 Mathematics 3 Renewal counting process 3 Schätzung 3 Science 3 Survival analysis 3 martingale 3 non-shopping days 3 regular shopping days 3 Branching process 2 Censoring 2 Confidence region 2 Consistent variation 2 Counting Process Theory 2 Cox model 2 Dependence 2 Electronic trading 2 Elektronisches Handelssystem 2 Estimating equation 2 Estimation theory 2 Filtering 2 Forecasting model 2 Health Sciences 2 Kernel estimation 2 Kleine offene Volkswirtschaft 2 Martingale 2 Mean residual life 2 Medicine 2
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Online availability
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Undetermined 42 Free 24 CC license 1
Type of publication
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Article 42 Book / Working Paper 25 Other 5
Type of publication (narrower categories)
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Article in journal 10 Aufsatz in Zeitschrift 10 Working Paper 4 Arbeitspapier 1 Article 1 Aufsatz im Buch 1 Book section 1 Conference Paper 1 Conference paper 1 Graue Literatur 1 Konferenzbeitrag 1 Non-commercial literature 1 research-article 1
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Language
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Undetermined 50 English 22
Author
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Bijwaard, Govert 5 Chen, Ying 5 Perch Nielsen, Jens 4 Ridder, Geert 4 Weißbach, Rafael 4 Bayer, Christian 3 Rendall, Alan D. 3 Wälde, Klaus 3 Zeng, Yong 3 Alhabshi, Sharifah Farah Syed Yusoff 2 Bijwaard, G.E. 2 Bijwaard, Govert E. 2 Chen, Yiqing 2 Cheng, Su-Chun 2 Ghosh, Debashis 2 Mollenhauer, Thomas 2 Ramli, Siti Norafidah Mohd 2 Sancetta, Alessio 2 Tanggaard, Carsten 2 Walter, Ronja 2 Woutersen, Tiemen 2 Wu, Rongling 2 Zamzuri, Zamira Hasanah 2 Zhao, Yichuan 2 Aggoun, Lakhdar 1 Babykina, Génia 1 Ballotta, Laura 1 Bathe, Falk 1 Benkherouf, Lakdere 1 Bickel, Peter J. 1 Boshnakov, Georgi 1 Bravo, Jorge Miguel Ventura 1 Bretó, Carles 1 Buch-Kromann, Tine 1 Casale, Giuliano 1 Chamboko, Richard 1 Chen, Shu-Chun 1 Couallier, Vincent 1 Cremonesi, Paolo 1 Delarue, F. 1
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Institution
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Berkeley Electronic Press 5 Ehrvervøkonomisk Institut, Institut for Økonomi 4 Erasmus University Rotterdam, Econometric Institute 2 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2 Centre for Research and Analysis of Migration (CReAM), University College London (UCL) 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Institute for the Study of Labor (IZA) 1 London School of Economics (LSE) 1 University of Bonn, Germany 1 Université Paris-Dauphine (Paris IX) 1 Verein für Socialpolitik - VfS 1
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Published in...
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Annals of the Institute of Statistical Mathematics 5 U.C. Berkeley Division of Biostatistics Working Paper Series 5 Finance Working Papers 4 Statistical Inference for Stochastic Processes 4 Statistics & Probability Letters 4 Metrika 3 Econometric Institute Report 2 Econometric Institute Research Papers 2 IZA Discussion Papers 2 International Journal of Biostatistics 2 Journal of Multivariate Analysis 2 Stochastic Processes and their Applications 2 Advanced modelling in mathematical finance : in honour of Ernst Eberlein 1 Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 1 Applied Mathematical Finance 1 Beiträge zur Jahrestagung des Vereins für Socialpolitik 2011: Die Ordnung der Weltwirtschaft: Lektionen aus der Krise - Session: Interest Rates 1 CESifo Working Paper 1 CESifo working papers 1 Computational Statistics 1 Computational Statistics & Data Analysis 1 Discussion Paper Serie A 1 Economics Papers from University Paris Dauphine 1 European journal of operational research : EJOR 1 Insurance / Mathematics & economics 1 Insurance: Mathematics and Economics 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International journal of forecasting 1 Journal of Applied Statistics 1 Journal of Econometric Methods 1 Journal of financial econometrics 1 Journal of mathematical economics 1 LSE Research Online Documents on Economics 1 Mathematics and Computers in Simulation (MATCOM) 1 Norface Discussion Paper Series 1 Quantitative finance 1 Risk management : a journal of risk, crisis and disaster 1 Risks 1 Risks : open access journal 1 Scandinavian actuarial journal 1 Technical Report 1
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Source
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RePEc 49 ECONIS (ZBW) 12 BASE 5 EconStor 5 Other ZBW resources 1
Showing 51 - 60 of 72
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On a semiparametric survival model with flexible covariate effect
Nielsen, Jens P.; Linton, Oliver; Bickel, Peter J. - London School of Economics (LSE) - 1998
the framework of counting process theory. A profile likelihood principle is introduced for estimation of the parameters …
Persistent link: https://www.econbiz.de/10010928597
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On a stochastic model for continuous mass branching population
Rahimov, Ibrahim - In: Mathematics and Computers in Simulation (MATCOM) 76 (2007) 1, pp. 171-176
It is well known that the set of non-negative integers is the state-space of usual branching stochastic processes. However in many applications one may have situations when it is difficult to count the number of individuals in the population, but some non-negative characteristic, such as volume,...
Persistent link: https://www.econbiz.de/10010870175
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On Non-simple Marked Point Processes
Schoenberg, Frederic - In: Annals of the Institute of Statistical Mathematics 58 (2006) 2, pp. 223-233
Persistent link: https://www.econbiz.de/10005395522
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A Regression Model for Dependent Gap Times
Strawderman, Robert - In: International Journal of Biostatistics 2 (2006) 1, pp. 1005-1005
A natural choice of time scale for analyzing recurrent event data is the ``gap" (or soujourn) time between successive events. In many situations it is reasonable to assume correlation exists between the successive events experienced by a given subject. This paper looks at the problem of...
Persistent link: https://www.econbiz.de/10005246599
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BAYESIAN MODEL SELECTION VIA FILTERING FOR A CLASS OF MICRO-MOVEMENT MODELS OF ASSET PRICE
KOURITZIN, MICHAEL A.; ZENG, YONG - In: International Journal of Theoretical and Applied … 08 (2005) 01, pp. 97-121
This paper develops the Bayesian model selection based on Bayes factor for a rich class of partially-observed micro-movement models of asset price. We focus on one recursive algorithm to calculate the Bayes factors, first deriving the system of SDEs for them and then applying the Markov chain...
Persistent link: https://www.econbiz.de/10005050499
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A Weighted Risk Set Estimator for Survival Distributions in Two-Stage Randomization Designs with Censored Survival Data
Guo, Xiang; Tsiatis, Anastasios - In: International Journal of Biostatistics 1 (2005) 1, pp. 1000-1000
In many clinical trials related to diseases such as cancers and HIV, patients are treated by different combinations of therapies. This leads to two-stage designs, where patients are initially randomized to a primary therapy and then depending on disease remission and patients' consent, a...
Persistent link: https://www.econbiz.de/10005246593
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Bayesian Inference via Filtering for a Class of Counting Processes: Application to the Micromovement of Asset Price
Zeng, Yong - In: Statistical Inference for Stochastic Processes 8 (2005) 3, pp. 331-354
Persistent link: https://www.econbiz.de/10005184569
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Semiparametric Regression Analysis of Mean Residual Life with Censored Survival Data
Chen, Ying; Cheng, Su-Chun - Berkeley Electronic Press - 2004
As a function of time t, mean residual life is the remaining life expectancy of a subject given survival up to t. The proportional mean residual life model, proposed by Oakes & Dasu (1990), provides an alternative to the Cox proportional hazards model to study the association between survival...
Persistent link: https://www.econbiz.de/10005459072
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Semiparametric Quantitative-Trait-Locus Mapping: II. on Censored Age-at-Onset
Chen, Ying; Hu, Chengcheng; Wu, Rongling - Berkeley Electronic Press - 2004
In genetic studies, the variation in genotypes may not only affect different inheritance patterns in qualitative traits, but may also affect the age-at-onset as quantitative trait. In this article, we use standard cross designs, such as backcross or F2, to propose some hazard regression models,...
Persistent link: https://www.econbiz.de/10005584914
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A Note on Empirical Likelihood Inference of Residual Life Regression
Chen, Ying; Zhao, Yichuan - Berkeley Electronic Press - 2004
Mean residual life function, or life expectancy, is an important function to characterize distribution of residual life. The proportional mean residual life model by Oakes and Dasu (1990) is a regression tool to study the association between life expectancy and its associated covariates....
Persistent link: https://www.econbiz.de/10005584917
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