A martingale approach to continuous-time marginal structural models

Bernoulli

Volumn 17, Issue 3, 2011, Pages 895-915

  Røysland, Kjetil ^a  

^a UNIVERSITY OF OSLO   (Norway)

Author keywords

Aalen's additive hazard model; Counting processes; Event history analysis; Marginal structural models; Martingale measures

Indexed keywords

EID: 79960249370     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/10-BEJ303     Document Type: Article

References (19)

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