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- W2072467104 abstract "This paper is concerned with nonparametric Bayesian inference of the Aalen’s multiplicative counting process model. For a desired nonparametric prior distribution of the cumulative intensity function, a class of Lévy processes is considered, and it is shown that the class of Lévy processes is conjugate for the multiplicative counting process model, and formulas for obtaining a posterior process are derived. Finally, our results are applied to several practically important models such as one point processes for right-censored data, Poisson processes and Markov processes." @default.
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- W2072467104 date "1999-04-01" @default.
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- W2072467104 title "Nonparametric Bayesian estimators for counting processes" @default.
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- W2072467104 doi "https://doi.org/10.1214/aos/1018031207" @default.
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