Causal inference for continuous-time processes when covariates are observed only at discrete times
协变量仅在离散时点观测时的连续时间过程因果推断
Most of the work on the structural nested model and g-estimation for causal inference in longitudinal data assumes a discrete-time underlying data generating process. However, in some observational studies, it is more reasonable to assume that the data are generated from a continuous-time process and are only observable at discrete time points. When these circumstances arise, the sequential randomization assumption in the observed discrete-time data, which is essential in…