Displaying similar documents to “History of applications of martingales in survival analysis.”

On cumulative process model and its statistical analysis

Petr Volf (2000)

Kybernetika

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The notion of the counting process is recalled and the idea of the ‘cumulative’ process is presented. While the counting process describes the sequence of events, by the cumulative process we understand a stochastic process which cumulates random increments at random moments. It is described by an intensity of the random (counting) process of these moments and by a distribution of increments. We derive the martingale – compensator decomposition of the process and then we study the estimator...

My encounters with martingales.

Krickeberg, Klaus (2009)

Journal Électronique d'Histoire des Probabilités et de la Statistique [electronic only]

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