On prequential model assessment in life history analysis
- 1 January 1997
- journal article
- Published by Oxford University Press (OUP) in Biometrika
- Vol. 84 (3) , 505-522
- https://doi.org/10.1093/biomet/84.3.505
Abstract
We extend the prequential approach introduced by A. P. Dawid to continuous time marked point processes. A prequential forecasting system is expressed by means of the stochastic intensities of the point process. The exact independence and 1-exponentiality of the derived compensators are used to assess the predictive performance of the model and the inferential procedure.Keywords
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