Parametric inference in a perturbed gamma degradation process
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Publication:2815940
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 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.
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Cites work
- scientific article; zbMATH DE number 741240 (Why is no real title available?)
- scientific article; zbMATH DE number 775283 (Why is no real title available?)
- Estimating degradation by a Wiener diffusion process subject to measurement error
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- Wiener processes with random effects for degradation data
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- 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
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- 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
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