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Parametric Models

  • Per Kragh Andersen
  • Ørnulf Borgan
  • Richard D. Gill
  • Niels Keiding
Part of the Springer Series in Statistics book series (SSS)

Abstract

In the preceding two chapters, we have discussed nonparametric estimation and testing in the multiplicative intensity model for counting processes. In the present chapter, we will study parametric inference for this model and also for other counting process models with parametrically specified intensity processes.

Keywords

Model Check Maximum Likelihood Estimator Counting Process Intensity Process Gompertz Model 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York, Inc. 1993

Authors and Affiliations

  • Per Kragh Andersen
    • 1
  • Ørnulf Borgan
    • 2
  • Richard D. Gill
    • 3
  • Niels Keiding
    • 1
  1. 1.Statistical Research UnitUniversity of CopenhagenCopenhagenDenmark
  2. 2.Institute of MathematicsUniversity of OsloOsloNorway
  3. 3.Faculty of MathematicsUniversity of UtrechtUtrechtThe Netherlands

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