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Record W4416364704 · doi:10.1080/07474946.2025.2581121

Asymptotics for arrays of martingale differences in recurrent event analysis

2025· article· en· W4416364704 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueSequential Analysis · 2025
Typearticle
Languageen
FieldDecision Sciences
TopicProbability and Risk Models
Canadian institutionsUniversity of Ottawa
Fundersnot available
KeywordsMartingale (probability theory)Martingale difference sequenceEvent (particle physics)Probability theoryStochastic orderingCalculus (dental)

Abstract

fetched live from OpenAlex

The study of recurrent events, such as hospital readmissions or stock market volatility spikes, is important in biostatistics and finance but poses statistical challenges due to complex dependencies and censoring. In this paper, we propose a semiparametric framework for analyzing recurrent event data, focusing on gap times between successive events. We develop estimating functions to sequentially estimate regression parameters, yielding estimators with desirable properties, while accommodating time-varying covariates and right-censoring. Unlike previous approaches, we establish a strong law of large numbers and a central limit theorem for stopped martingales under random, potentially unbounded stopping times, useful for inference in dynamic settings. We illustrate the relevance of our approach to the analysis of longitudinal data and autoregressive models.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.004
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.684
Threshold uncertainty score0.542

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0040.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0030.011
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.108
GPT teacher head0.408
Teacher spread0.300 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it