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counting processes; martingales; estimators

References:

[1] Andersen P. K., Borgan O.: **Counting process models for life history data: A review**. Scand. J. Statist. 12 (1985), 97–158 MR 0808151 | Zbl 0584.62176

[2] Andersen P. K., Borgan O., Gill R. D., Keiding N.: **Statistical Models Based on Counting Processes**. Springer, New York 1993 MR 1198884 | Zbl 0824.60003

[3] Arjas E.: **A graphical method for assessing goodness of fit in Cox’s proportional hazards model**. J. Amer. Statist. Assoc. 83 (1988), 204–212 DOI 10.1080/01621459.1988.10478588

[4] Embrechts P., Klüppelberg C., Mikosch T.: **Modelling Extremal Events**. Springer, Heidelberg 1997 MR 1458613 | Zbl 0873.62116

[5] Fleming T. R., Harrington D. P.: **Counting Processes and Survival Analysis**. Wiley, New York 1991 MR 1100924 | Zbl 1079.62093

[6] Volf P.: **Analysis of generalized residuals in hazard regression models**. Kybernetika 32 (1996), 501–510 MR 1420139 | Zbl 0882.62077

[7] Volf P.: **On counting process with random increments**. In: Proceedings of Prague Stochastics’98, Union of Czech Math. Phys., Prague 1998, pp. 587–590

[8] Winter B. B., Földes A., Rejtö L.: **Glivenko–Cantelli theorems for the product limit estimate**. Problems Control Inform. Theory 7 (1978), 213–225 MR 0514115