17 citations · 22 across the 10 of their papers we have counts for
10 papers
A time-dependent Poisson-Gamma model for recruitment forecasting in multicenter studies
Armando Turchetta, Nicolas Savy, David A. Stephens +2
Forecasting recruitments is a key component of the monitoring phase of multicenter studies. One of the most popular techniques in this field is the Poisson-Gamma recruitment model,…
Agent-Based modeling in Medical Research. Example in Health Economics
Philippe Saint-Pierre, Romain Demeulemeester, Nadège Costa +1
This chapter presents the main lines of agent based modeling in the field of medical research. The general diagram consists of a cohort of patients (virtual or real) whose evolutio…
Modelling and forecasting patient recruitment in clinical trials with patients' dropout
Vladimir Anisimov, Guillaume Mijoule, Armando Turchetta +1
This paper focuses on statistical modelling and prediction of patient recruitment in clinical trials accounting for patients dropout. The recruitment model is based on a Poisson-ga…
On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes
Bernard Bercu, Frederic Proia, Nicolas Savy
We investigate the asymptotic behavior of the maximum likelihood estimators of the unknown parameters of positive recurrent Ornstein-Uhlenbeck processes driven by Ornstein-Uhlenbec…
Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process
Bernard Bercu, Laure Coutin, Nicolas Savy
For the Ornstein-Uhlenbeck process, the asymptotic behavior of the maximum likelihood estimator of the drift parameter is totally different in the stable, unstable, and explosive c…
Estimation of the instantaneous volatility
A. Alvarez, F. Panloup, M. Pontier +1
This paper is concerned with the estimation of the volatility process in a stochastic volatility model of the following form: , where denotes the log-price…