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A Model Describing Damage Processes and Resulting First Passage Times

by Wendt, Heide.

Series: 1998-11, Preprints

60G55 Point processes
62F10 Point estimation
62F12 Asymptotic properties of estimators

The system reliability for a shock model with accumulating
damages will be described by marked point processes
where the sequence of jump times is a doubly stochastic
Poisson process. The intact probability of the system is
determined for different distributions of damages.

Likelihood functions are depended on observed history.
The several resulting maximum likelihood estimates for
parameters in the distribution of the system failure time are

point process, doubly stochastic Poisson process, history, compensator, independent right-censoring