Counting Processes and Dynamic Modelling
I give some historical comments concerning the introduction of counting process theory into survival analysis. The concept of dynamic modelling of counting processes is discussed, focussing on the advantage of models that are not of proportional hazards type. The connection with a statistical definition of causality is pointed out. Finally, the concept of martingale residual processes is discussed briefly.
KeywordsMarkov Chain Model Counting Process Intensity Process Event History Analysis Marker Process
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