Additive rate model with auxiliary covariates

Acta Mathematicae Applicatae Sinica English Series ◽

10.1007/s10255-017-0643-8 ◽

2017 ◽

Vol 33 (1) ◽

pp. 125-140

Author(s):

Zhi-bin Xu ◽

Lu-qin Liu ◽

Yan-yan Liu

Keyword(s):

Additive Rate Model ◽

Auxiliary Covariates

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A semiparametric additive rate model for recurrent events with an informative terminal event

10.1093/biomet/asq039 ◽

2010 ◽

Vol 97 (3) ◽

pp. 699-712 ◽

Author(s):

D. Zeng ◽

J. Cai

Keyword(s):

Recurrent Events ◽

Terminal Event ◽

Additive Rate Model

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A semiparametric additive rate model for a modulated renewal process

Lifetime Data Analysis ◽

10.1007/s10985-017-9413-4 ◽

2017 ◽

Vol 24 (4) ◽

pp. 675-698

Author(s):

Xin Chen ◽

Jieli Ding ◽

Liuquan Sun

Keyword(s):

Renewal Process ◽

Additive Rate Model

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Variable selection in the additive rate model for recurrent event data

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2012.06.019 ◽

2013 ◽

Vol 57 (1) ◽

pp. 491-503 ◽

Author(s):

Xiaolin Chen ◽

Qihua Wang

Keyword(s):

Variable Selection ◽

Recurrent Event ◽

Recurrent Event Data ◽

Additive Rate Model

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Improved Aero/Hydro Flow-Rate Model Using Acoustics

Petrophysics – The SPWLA Journal of Formation Evaluation and Reservoir Description ◽

10.30632/pjv59v4-2018a1 ◽

2018 ◽

Vol 59 (4) ◽

pp. 429-438

Author(s):

Muralidhar Seshadri ◽

◽

Jonathan B. Freund ◽

Pranab N. Jha ◽

Atchyuta Ramayya Venna ◽

...

Keyword(s):

Flow Rate ◽

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Earthquake Rate Model 2 of the 2007 working group for California earthquake probabilities, magnitude-area relationships

Open-File Report ◽

10.3133/ofr20071437d ◽

2008 ◽

Author(s):

Ross S. Stein

Keyword(s):

Working Group ◽

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A Jump-Diffusion Nominal Short Rate Model

SSRN Electronic Journal ◽

10.2139/ssrn.1282220 ◽

2010 ◽

Author(s):

Sami Attaoui ◽

Pierre Six

Keyword(s):

Jump Diffusion ◽

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Dynamic Forecasting of Sticky-Price Monetary Exchange Rate Model

SSRN Electronic Journal ◽

10.2139/ssrn.1713563 ◽

2010 ◽

Author(s):

Jae-Kwang Hwang

Keyword(s):

Exchange Rate ◽

Dynamic Forecasting

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Estimaciin Dinnmica De Una Estructura De Tasas De Interrs Para Colombia: Annlisis Empprico Con Filtros De Kalman (Dynamic Estimation of the Term Structure Interest Rate Model for the Colombian Markets, Empirical Analysis Using Kalman-Filter)

SSRN Electronic Journal ◽

10.2139/ssrn.2503133 ◽

2012 ◽

Author(s):

Rogelio Maldonado Castaao ◽

Natalia Zapata Rueda

Keyword(s):

Kalman Filter ◽

Interest Rate ◽

Empirical Analysis ◽

Term Structure ◽

Dynamic Estimation ◽

Interest Rate Model

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Application of the Heath-Platen Estimator in the Fong-Vasicek Short Rate Model

SSRN Electronic Journal ◽

10.2139/ssrn.3049641 ◽

2017 ◽

Author(s):

Sema Coskun ◽

Ralf Korn ◽

Sascha Desmettre

Keyword(s):

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Two-Factor Hull-White Model Revisited: Correlation Structure for Two-Factor Interest Rate Model in CVA Calculation

SSRN Electronic Journal ◽

10.2139/ssrn.3338987 ◽

2019 ◽

Author(s):

Osamu Tsuchiya

Keyword(s):

Interest Rate ◽

Correlation Structure ◽

Interest Rate Model

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