A Process Point of View
This textbook by Odd Aalen focuses on bridging the gap between standard textbook models and advanced models in which the dynamics of data are fully expressed. It covers the use of stochastic processes and their applications in biostatistics.
Summary
The book discusses how stochastic processes such as counting processes, martingales, and stochastic integrals connect to censoring in data. Starting with well-known methods such as Kaplan-Meier and Cox regression, the reader is led to complex models such as the additive hazard model and recurrent events. The authors also show how these processes provide natural models for individual frailty and interpret unexpected patterns in population data.
The approach establishes a strong connection to causality and introduces dynamic path analyses that integrate modern causal concepts within a time-dependent framework.
With many practical examples, largely from medicine, the book makes stochastic processes accessible and applicable. It is intended for researchers and students who want to deepen their knowledge of event history methods.
Product information
- Author: Odd Aalen
- Series: Statistics for Biology and Health
- Publisher: Springer-Verlag New York Inc.
- Publication date: 2008-08-12
- Number of pages: 541
- ISBN: 9780387202877
- Theme: Stochastics
- BISAC: MATHEMATICS / Probability & Statistics / Stochastic Processes