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A Stochastic Filtering Approach To Survival Analysis

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  • Jin Feng

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Suggested Citation

  • Jin Feng, 2002. "A Stochastic Filtering Approach To Survival Analysis," Statistical Inference for Stochastic Processes, Springer, vol. 5(1), pages 23-53, January.
    • Handle: RePEc:spr:sistpr:v:5:y:2002:i:1:p:23-53
    DOI: 10.1023/A:1013715711982
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    References listed on IDEAS

    as
    1. Arjas, Elja & Haara, Pentti & Norros, Ikka, 1992. "Filtering the histories of a partially observed marked point process," Stochastic Processes and their Applications, Elsevier, vol. 40(2), pages 225-250, March.
    2. Feng, Jin, 1999. "Martingale problems for large deviations of Markov processes," Stochastic Processes and their Applications, Elsevier, vol. 81(2), pages 165-216, June.
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