The Multiplicative Intensity Model

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


We shall discuss statistical models for counting processes, i.e. families of CCPE’s of class HE, for which the intensity has the form
$$ \lambda _{t - }^Y = {\alpha ^Y}(t - )Z_{t - }^Y$$
, 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.


Survivor Function Product Model Counting Process Jump Point Discrete Intensity 
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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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