Modern survival analysis and more general event history analysis may be
effectively handled in the mathematical framework of counting processes,
stochastic integration, martingale central limit theory and product
integration. This book presents this theory, which has been the subject
of an intense research activity during the past one-and-a- half decades.
The exposition of the theory is integrated with careful presentation of
many practical examples, almost exclusively from the authors' own
experience, with detailed numerical and graphical illustrations.
Statistical Models Based on Counting Processes may be viewed as a
research monograph for mathematical statisticians and biostatisticians,
although almost all methods are given in concrete detail to be used in
practice by other mathematically oriented researchers studying event
histories (demographers, econometricians, epidemiologists, actuarial
mathematicians, reliabilty engineers and biologists). Much of the
material has so far only been available in the journal literature (if at
all), and so a wide variety of researchers will find this an invaluable
survey of the subject.
"This book is a masterful account of the counting process approach...is
certain to be the standard reference for the area, and should be on the
bookshelf of anyone interested in event-history analysis."
International Statistical Institute Short Book Reviews "...this
impressive reference, which contains a a wealth of powerful mathematics,
practical examples, and analytic insights, as well as a complete
integration of historical developments and recent advances in event
history analysis." Journal of the American Statistical Association
