A nuisance parameter is introduced to the semimartingale regression model proposed by Aalen(1980), and we construct two estimators for this nuisance parameter based on the results ofparametric estimation which were gi...A nuisance parameter is introduced to the semimartingale regression model proposed by Aalen(1980), and we construct two estimators for this nuisance parameter based on the results ofparametric estimation which were given by Mckeague (1986) using the method of sieves. Theconsistency of the estimators is also provided.展开更多
文摘A nuisance parameter is introduced to the semimartingale regression model proposed by Aalen(1980), and we construct two estimators for this nuisance parameter based on the results ofparametric estimation which were given by Mckeague (1986) using the method of sieves. Theconsistency of the estimators is also provided.
