Survival and Event History Analysis: A Process Point of View (Paperback)

An introduction to survival and event history analysis.- Stochastic processes in event history analysis.- Non-parametric analysis of survival and event history data.- Regression models.- Parametric counting process models.- Unobserved hererogeneity: The odd effects of frailty.- Multivariate frailty models.- Marginal and dynamic models for recurrent events and clustered survival data.- Causality.- First passage time models: Understanding the shape of the hazard rate.- Diffusion- and Levy process models for dynamic frailty.- Markov processes and the product-integral.- Vector-valued counting processes, martingales and stochastic integrals.- References.