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The Multiplicative Intensity Model

  • Martin Jacobsen
Part of the Lecture Notes in Statistics book series (LNS, volume 12)

Abstract

We shall discuss statistical models for counting processes, i.e. families of CCPE’s of class HE, for which the intensity has the form
$$ \lambda _{t - }^Y = {\alpha ^Y}(t - )Z_{t - }^Y$$
(1.1)
, where for each y, αY is a non-negative function defined on [0,∞) and ZY is a process defined on WE. Here ZY is to be thought of as something which is observed, while the αY are the unknown parameters.

Keywords

Survivor Function Product Model Counting Process Jump Point Discrete Intensity 
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. 1982

Authors and Affiliations

  • Martin Jacobsen
    • 1
  1. 1.Institute of Mathematical StatisticsUniversity of CopenhagenCopenhagen ØDenmark

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