英文文献：Estimation of dynamic models of recurring events with censored data-用截尾数据估计重复事件的动态模型
英文文献作者：Tue Gorgens,Sanghyeok Lee
英文文献摘要：
In this paper we consider estimation of dynamic models of recurring events (event histories) in continuous time using censored data. We develop maximum simulated likelihood estimators where missing data are integrated out using Monte Carlo and importance sampling methods. We allow for random effects and integrate out the unobserved heterogeneity using a quadrature rule. In Monte Carlo experiments, we find that maximum simulated likelihood estimation is practically feasible and performs better than both listwise deletion and auxiliary modelling of initial conditions.

在本文中，我们考虑在连续时间内使用截尾数据估计重复事件(事件历史)的动态模型。我们开发了最大模拟似然估计，其中缺失的数据被整合出使用蒙特卡罗和重要性抽样方法。我们考虑到随机效应，并使用正交规则来整合未观察到的异质性。在蒙特卡罗实验中，我们发现最大模拟似然估计在实际应用中是可行的，其性能优于初始条件的列表删除和辅助建模。