Identifying nonlinear covariate effects in semimartingale regression models

Author:

McKeague Ian W.,Utikal Klaus J.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis

Reference28 articles.

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3. Andersen, P.K., Gill, R.D.: Cox's regression model for counting processes: a large sample study. Ann. Stat.10, 1100–1120 (1982)

4. Bass, R.F.: Probability estimates for multiparameter Brownian processes. Ann. Probab.16, 251–264 (1988)

5. Tech. Rep.;R. Beran,1981

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