Time-to-event data are ubiquitous in fields such as medicine, biology, demography, sociology, economics and reliability theory. Recently, a need to analyze more complex event histories has emerged. Examples are individuals that move among several states, frailty that makes some units fail before others, internal time-dependent covariates, and the estimation of causal effects from observational data.

The aim of this book is to bridge the gap between standard textbook models and a range of models where the dynamic structure of the data manifests itself fully. The common denominator of...