Pseudomartingale Estimating Equations for Modulated Renewal Process Models
调制更新过程模型的伪鞅估计方程
Summary We adapt martingale estimating equations based on gap time information to a general intensity model for a single realization of a modulated renewal process. The consistency and asymptotic normality of the estimators is proved under ergodicity conditions. Previous work has considered either parametric likelihood analysis or semiparametric multiplicative models using partial likelihood. The framework is generally applicable to semiparametric and parametric models,…