Statistica Sinica 19 (2009), 981-996

ESTIMATION IN A SEMI-PARAMETRIC

TWO-STAGE RENEWAL REGRESSION MODEL

Dorota M. Dabrowska

University of California, Los Angeles

Abstract: We discuss estimation in a two-stage modulated renewal process designed for analysis of paired data on a single individual. We consider a model with proportional hazard intensities. U-process methods are used to show consistency and asymptotic normality of the parameter estimates.