Statistical Models Based on Counting Processes

摘要: Modern survival analysis and more general event history may be effectively handled in the mathematical framework of counting processes, stochastic integration, martingale central limit theory product integration. This book presents this theory, which has been subject an intense research activity during past one-and-a-half decades. The exposition is integrated with careful presentation many practical examples, based almost exlusively on authors' experience, detailed numerical graphical illustrations. "Statistical Models Based Counting Processes" viewed as a monograph for statisticians biostatisticians, although all methods are given sufficient detail to used practice by other mathematically oriented researchers studying histories (demographers, econometricians, epidemiologists, actuariala mathematicians, reliability engineers, biologists). Much material so far only available journal literature (if at all), wide variety will find invlauable survey subject.