Counting Processes and Survival Analysis

This study explores the martingale approach to the statistical analysis of counting processes, with an emphasis on the application of these methods to censored failure time data.

---

In recent years there has been considerable activity in the applied and theoretical statistical literature, in methods for analyzing data on events observed over time, and on the study of factors associated with the occurrence rates for those events. This text explores the martingale approach to the statistical analysis of counting processes, with an emphasis on the application of those methods to censored failure time data.