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BACKWARD ESTIMATION OF STOCHASTIC PROCESSES WITH FAILURE EVENTS AS TIME ORIGINS

Stochastic processes often exhibit sudden systematic changes in pattern a short time before certain failure events. Examples include increase in medical costs before death and decrease in CD4 counts before AIDS diagnosis. To study such terminal behavior of stochastic processes, a natural and direct...

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Detalhes bibliográficos
Main Authors: Gary Chan, Kwun Chuen, Wang, Mei-Cheng
Formato: Artigo
Idioma:Inglês
Publicado em: 2010
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC3043377/
https://ncbi.nlm.nih.gov/pubmed/21359167
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/09-AOAS319
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