Stochastic processes in survival analysis
نویسندگان
چکیده
The objects studied in survival and event history analysis are stochastic phenomena developing over time. It is therefore natural to use the highly developed theory of stochastic processes. We argue that this theory should be used more in event history analysis. Some specific examples are treated: Markov chains, martingale-based counting processes, birth type processes, diffusion processes and Lévy processes. Some less well known applications are given, with the internal memory of the process as a connecting issue.
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تاریخ انتشار 2005