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Statistical Analysis of Counting Processes

  • Martin Jacobsen

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

Table of contents

  1. Front Matter
    Pages I-VII
  2. Martin Jacobsen
    Pages 1-52
  3. Martin Jacobsen
    Pages 53-87
  4. Martin Jacobsen
    Pages 88-114
  5. Martin Jacobsen
    Pages 115-160
  6. Martin Jacobsen
    Pages 161-216
  7. Back Matter
    Pages 217-227

About this book

Introduction

A first version of these lecture notes was prepared for a course given in 1980 at the University of Copenhagen to a class of graduate students in mathematical statistics. A thorough revision has led to the result presented here. The main topic of the notes is the theory of multiplicative intens­ ity models for counting processes, first introduced by Odd Aalen in his Ph.D. thesis from Berkeley 1975, and in a subsequent fundamental paper in the Annals of Statistics 1978. In Copenhagen the interest in statistics on counting processes was sparked by a visit by Odd Aalen in 1976. At present the activities here are centered around Niels Keiding and his group at the Statistical Re­ search Unit. The Aalen theory is a fine example of how advanced probability theory may be used to develop a povlerful, and for applications very re­ levant, statistical technique. Aalen's work relies quite heavily on the 'theorie generale des processus' developed primarily by the French school of probability the­ ory. But the general theory aims at much more general and profound re­ sults, than what is required to deal with objects of such a relatively simple structure as counting processes on the line. Since also this process theory is virtually inaccessible to non-probabilists, it would appear useful to have an account of what Aalen has done, that includes exactly the amount of probability required to deal satisfactorily and rigorously with statistical models for counting processes.

Keywords

Estimator Likelihood Probability theory Zählprozess mathematical statistics

Authors and affiliations

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

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4684-6275-3
  • Copyright Information Springer-Verlag New York 1982
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-0-387-90769-7
  • Online ISBN 978-1-4684-6275-3
  • Series Print ISSN 0930-0325
  • Buy this book on publisher's site
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