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A semiparametric additive rate model for a modulated renewal process
Xin Chen1, Jieli Ding2, Liuquan Sun3
1Institute of Applied Mathematics, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, 100190, People's Republic of China.
Abstract:
Recurrent event data from a long single realization are widely encountered in point process applications. Modeling and analyzing such data are different from those for independent and identical short sequences, and the development of statistical methods requires careful consideration of the underlying dependence structure of the long single sequence. In this paper, we propose a semiparametric additive rate model for a modulated renewal process, and develop an estimating equation approach for the model parameters. The asymptotic properties of the resulting estimators are established by applying the limit theory for stationary mixing sequences. A block-based bootstrap procedure is presented for the variance estimation. Simulation studies are conducted to assess the finite-sample performance of the proposed estimators. An application to a data set from a cardiovascular mortality study is provided.
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