A stochastic-covariate failure model with an application to case-control analysis.

A stochastic process X(t) is periodically stationary (and ergodic) if, for every k> or =1 and every (t(1),ellipsis,t(k)) in R(k), the sequence of random vectors (X(t(1)+n),ellipsis,X(t(k)+n))n=0,+1, ellipsis, is stationary (and ergodic). For such an ergodic process, let T be a positive random variable defined on the sample space of the process, representing… CONTINUE READING