Stochastics Numerics Seminar
Utrecht University Stochastics and Numerics Seminar
Wednesday 9th May, 11.15 am, BBL 065
Cristian Spitoni (Utrecht) Title: Inference for transition probabilities for semi-Markov multi
state models.
Abstract:
In this talk we discuss the estimation of the transition probabilities
for semi-Markov multi-state models. The basic definitions and results
about semi-Markov processes will be briefly reviewed. We propose
non-parametric and semi-parametric estimators of the transition
probabilities for a large class of models (forward going models). Large
sample theory will be derived using the functional delta method.
Finally, we try to explain the main ideas and problems for the
implementation in R of the proposed estimators.
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