Pure jump shock models in reliability

DOI10.2307/1427307zbMATH Open0596.60083OpenAlexW2330465118MaRDI QIDQ3729784FDOQ3729784

Authors: James W. Drosen 

Publication date: 1986

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427307

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zbMATH Keywords

pure jump processincreasing failure rate averagedamage threshold

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (12)

• On the first-passage times of pure jump processes
• The serial correlation structure for a random process with steps
• Stability for multidimensional jump-diffusion processes
• On the first passage times for Markov processes with monotone convex transition kernels
• Title not available (Why is that?)
• Testing for pure-jump processes for high-frequency data
• Analysis of reliability for a model of jump processes
• Optimal replacement and maintenance of systems subject to semi-Markov damage
• IFRA Properties of Some Markov Jump Processes with General State Space
• Activity signature functions for high-frequency data analysis
• Title not available (Why is that?)
• Modeling high-frequency financial data by pure jump processes

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