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基本説明
The aim of this book is to bridge the gap between standard textbook models and a range of models where the dynamic structure of the data manifests itself fully. Shows how counting processes, martingales, and stochastic integrals fit very nicely with censored data.
Full Description
The general purpose of this book is to show how broad classes of stochastic processes can be of considerable use in the statistical modelling and analysis of survival data, or more broadly, in event history analysis. The authors will show a number of connections between process theory and statistics, focusing on the intuitive aspects and playing down theoretical details. The book shall also be practical, directed to people who want to apply the methods, and with reference to computer programs.



