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1998-06

Parameter Estimation in Damage Processes: Dependent Observation of Damage Increments and First Passage Time

by Kahle, Waltraud, Lehmann, Axel.


Series: 1998-06, Preprints

MSC:
60J65 Brownian motion
62F10 Point estimation
62N05 Reliability and life testing

Abstract:
In this paper we describe statistical methods for estimating
the parameters of damage processes if in one realization both process
increments and a failure time are observable. The likelihood function
for such observations is developed and point estimates are
compared with those for other models.

Keywords:
Process observation at discrete time points, likelihood function, parameter estimation, damage processes

This paper was published in:
Kahle, W.; v. Collani,