A Tutorial on Statistical Models Based on Counting Processes

The monograph statistical models based on counting processes has been a bible for statisticians who are interested in survival analysis for 30 years. However, a 770-page book is always difficult to start reading. In this paper, we summarize important results, including consistency, asymptotic normality, bias and variance estimation, in the monograph as well as other famous results, such as semi-Markov models and the Turnbull's estimator. Such work is beneficial to either students or researchers in the field of survival analysis.