Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 10 of 10 for “"Counting processes"”.
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Multivariate counting processes with application to repairable systems
Survival processes and recurrent event processes are the subject of many texts. The worksof Kalbfleisch and Prentice (2002), Cook and Lawless (2008) and Aalen et al. (2008) allprovide detailed discussion of univariate event processes on which we base much of ourpresentational style. Andersen et al. …
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Markovian simple counting processes and models of ordered Random variables
A new definition of pure birth processes, including the usual definition, but based on qualities of the underlying increasing point process, is proposed. In the new definition (in contrast to the usual definition) the transition probabilities of the counting process are allowed to fail to be …
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Survivor bond models for securitizing longevity risk
… incorporates policyholder covariates. By using counting processes and martingale machinery, we obtain close form representations for the model’s unknowns. We use the bond pricing approach from Wills and Sherris (2010) to price longevity bonds with this mortality model. Numerical studies suggest …
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Cox-type model validation with recurrent event data
… baseline hazard function are obtained using the counting processes and martingales machinery techniques. Asymptotic properties of the proposed estimators and how they can be used to construct confidence intervals are investigated. The results of the simulation studies assessing the performance of …
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Queues with a Markov renewal service process
… is extensively studied through the respective counting processes. The crosscovariance and the crosscorrelation are computed and numerical results are shown. Finally, we introduce several expressions to study the interdependence among the type·departure processes in the general case, i.e. the …
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Reciprocal classes of continuous time Markov Chains
… be written as a mixture of its bridges. These processes possess a conditional independence property that generalizes the Markov property, and evolved from an idea of Schrödinger, who wanted to obtain a probabilistic interpretation of quantum mechanics. Associated to a reciprocal class is a set …
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Semiparametric analysis of multivariate longitudinal data
… data can be challenging since it requires accounting for not only correlations between repeated measures of the same subject but also correlations among different response variables. One special type of longitudinal study involves monitoring subjects continuously to record occurrences of …
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Reciprocal classes of Markov processes : an approach with duality formulae
… of certain classes of stochastic processes via duality formulae. In particular we consider reciprocal processes with jumps, a subject up to now neglected in the literature. In the first part we introduce a new formulation of a characterization of processes with independent …
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Recurrent Event Data Analysis with Mismeasured Covariates
… parameters of event time regression models accounting for the covariates. To circumvent the problem of bias and consistency associated with model's parameter estimation in the presence of measurement errors, we propose inference for corrected estimating functions with well-behaved roots under …
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Modifications and extensions of the logistic regression and Cox model
… and R. D. Gill. Cox's regression model for counting processes: a large samplestudy. Ann. Statist., 10(4):1100{1120, 1982. D. R. Cox. Regression models and life-tables. J. Roy. Statist. Soc. Ser. B, 34:187{220, 1972. R. L. Prentice. A case-cohort design for epidemiologic cohort studies and …