most citedAdaptive estimation of the conditional intensity of marker-dependent counting processes

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math.ST2008★ 2 cited

Adaptive estimation of the conditional intensity of marker-dependent counting processes

F. Comte, S. Gaïffas, A. Guilloux

We propose in this work an original estimator of the conditional intensity of a marker-dependent counting process, that is, a counting process with covariates. We use model selecti…