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Robust model selection for a semimartingale continuous time regression from discrete data

✍ Scribed by Victor, Konev; Serguei, Pergamenchtchikov


Book ID
127381272
Publisher
Elsevier Science
Year
2015
Tongue
English
Weight
378 KB
Volume
125
Category
Article
ISSN
0304-4149

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## SUM MARY Consideration is given to survival data analysis by modelling the hazard as a discrete function of time. This is done for each individual who is examined independently from the other individuals of the sample observed. Assuming time has been divided into intervals of the same length, t