Zurück zu den Preprints des Jahres 1998


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

by Kahle, Waltraud, Lehmann, Axel.

Series: 1998-06, Preprints

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

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.

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

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