Details

Autor(en) / Beteiligte

• Jacobsen, Martin

Titel

Statistical Analysis of Counting Processes [Elektronische Ressource]

Ist Teil von

• Lecture Notes in Statistics : 12

Ort / Verlag

New York, NY : Springer US

Erscheinungsjahr

1982

Link zum Volltext

• Volltext

Link zu anderen Inhalten

• Volltext

Beschreibungen/Notizen

• 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 intensity 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 Research Unit. The Aalen theory is a fine example of how advanced probability theory may be used to develop a povlerful, and for applications very relevant, statistical technique. Aalen's work relies quite heavily on the 'theorie generale des processus' developed primarily by the French school of probability theory. But the general theory aims at much more general and profound results, 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