From the reviews: "The book is clearly intended to be student-friendly. Each chapter begins with a section called Summary and a following one called motivation; each chapter ends with some exercises and class projects. ... It is very carefully written, with detailed explanation and discussion everywhere. ... I believe that the book can be thoroughly recommended to the student starting his research in the field and to the practitioner who needs to understand some of the theory." (Martin Crowder, International Statistical Review, Vol. 76 (3), 2008)

• Background: Probability.- Background: General inference.- Background: Survival analysis.- Marginal survival.- Regression models and subject heterogeneity.- Inference: Estimating equations.- Inference: Functions of Brownian motion.- Inference: Likelihood.- Inference: Stochastic integrals.- Inference: Small samples.- Inference: Changepoint models.- Explained variation.- Explained randomness.- Survival given covariates.- Proofs of theorems, lemmas and corollaries.

From the reviews: "The book is clearly intended to be student-friendly. Each chapter begins with a section called Summary and a following one called motivation; each chapter ends with some exercises and class projects. ... It is very carefully written, with detailed explanation and discussion everywhere. ... I believe that the book can be thoroughly recommended to the student starting his research in the field and to the practitioner who needs to understand some of the theory." (Martin Crowder, International Statistical Review, Vol. 76 (3), 2008)

• Background: Probability.- Background: General inference.- Background: Survival analysis.- Marginal survival.- Regression models and subject heterogeneity.- Inference: Estimating equations.- Inference: Functions of Brownian motion.- Inference: Likelihood.- Inference: Stochastic integrals.- Inference: Small samples.- Inference: Changepoint models.- Explained variation.- Explained randomness.- Survival given covariates.- Proofs of theorems, lemmas and corollaries.

From the reviews: "The book is clearly intended to be student-friendly. Each chapter begins with a section called Summary and a following one called motivation; each chapter ends with some exercises and class projects. ... It is very carefully written, with detailed explanation and discussion everywhere. ... I believe that the book can be thoroughly recommended to the student starting his research in the field and to the practitioner who needs to understand some of the theory." (Martin Crowder, International Statistical Review, Vol. 76 (3), 2008)

• Background: Probability.- Background: General inference.- Background: Survival analysis.- Marginal survival.- Regression models and subject heterogeneity.- Inference: Estimating equations.- Inference: Functions of Brownian motion.- Inference: Likelihood.- Inference: Stochastic integrals.- Inference: Small samples.- Inference: Changepoint models.- Explained variation.- Explained randomness.- Survival given covariates.- Proofs of theorems, lemmas and corollaries.