Number of hours
- Lectures 18.0
ECTS
ECTS 1.75
Goal(s)
Random point processes are used for modelling the occurrence of recurrent events in time or the localisation of geometric structures in space. Their study has multiple applications in the areas of health, industry, demography, actuarial science, etc...
The objective of this course is to present the essentials of stochastic modelling and statistical inference for such processes. The preferred fields of application will be survival analysis in biology and health.
Content(s)
Counting processes, stochastic intensity
Homogeneous and nonhomogeneous Poisson processes, renewal processes
Cox models, Gibbs models
Statistical inference of point processes
Applications in survival analysis and reliability
Prerequisites
Basic concepts in probability and statistics (usual probability distributions, convergences, estimation, hypotheses testing).
Test
The exam is given in english only 
Written exam, 2 hours.
N1 = E1
N2 = E2
Bibliography
AALEN O.O., BORGAN O. and GJESSING H.K., Survival and event history analysis - A process point of view, Springer, 2008.
COOK R.J. and LAWLESS J.F., The statistical analysis of recurrent events, Springer, 2007.
GAUDOIN O. et LEDOUX J., Modélisation aléatoire en fiabilité des logiciels, Hermès Science Publilcations, 2007.
KLEIN J.P. and MOESCHBERGER M.L., Survival analysis, Springer, 2005.