Greenwood, P. E.; Wefelmeyer, W. - In: Stochastic Processes and their Applications 36 (1990) 2, pp. 353-370
Let Xn1,..., Xnn be counting processes and let Yn1,..., Ynn be vector-valued covariate processes. Assume that the intensity processes of the Xni with respect to the filtration generated by Xni and Yni are known up to a (possibly infinite-dimensional) parameter, but that the distribution of Xni...