Parametric inference in a perturbed gamma degradation process

DOI10.1080/03610926.2014.892133zbMATH Open1342.62022arXiv1005.1214OpenAlexW1592008864MaRDI QIDQ2815940FDOQ2815940

Authors: Laurent Bordes, Christian Paroissin, Ali Salami 

Publication date: 30 June 2016

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Abstract: We consider the gamma process perturbed by a Brownian motion (independent of the gamma process) as a degradation model. Parameters estimation is studied here. We assume that $n$ independent items are observed at irregular instants. From these observations, we estimate the parameters using the moments method. Then, we study the asymptotic properties of the estimators. Furthermore we derive some particular cases of items observed at regular or non-regular instants. Finally, some numerical simulations and two real data applications are provided to illustrate our method.

Full work available at URL: https://arxiv.org/abs/1005.1214

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zbMATH Keywords

asymptotic normalityconsistencyWiener processgamma processmoments method

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Reliability and life testing (62N05)

Cites Work

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• Estimating degradation by a Wiener diffusion process subject to measurement error
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Cited In (18)

• Improved on-line estimation for gamma process
• Extension of the parametric delta method with an application to an inference method for a degradation model
• First and last passage times of spectrally positive Lévy processes with application to reliability
• Inference from two-variable degradation data using genetic algorithm and Markov chain Monte Carlo methods
• Partially observed competing degradation processes: modeling and inference
• A perturbed gamma degradation process with degradation dependent non-Gaussian measurement errors
• A survey of modeling and application of non-destructive and destructive degradation tests
• Gamma degradation models: inference and optimal design
• A new state-dependent degradation process and related model misidentification problems
• Generalized method of moments for an extended gamma process
• A time-discrete and zero-adjusted gamma process model with application to degradation analysis
• A Bayesian approach for non-homogeneous gamma degradation processes
• Parameter inference from hitting times for perturbed Brownian motion
• On the conditional increments of degradation processes
• Nonparametric estimation of the shape function in a Gamma process for degradation data
• A pseudo-likelihood estimation method for nonhomogeneous gamma process model with random effects
• Optimal design for constant-stress accelerated degradation test based on gamma process
• A Bayesian approach for the transformed gamma degradation process

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