A note on a Wiener process with measurement error
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Publication:429194
DOI10.1016/J.AML.2011.10.010zbMATH Open1246.60058OpenAlexW2020419099MaRDI QIDQ429194FDOQ429194
Authors: Chien-Yu Peng, Shih-Chi Hsu 
Publication date: 26 June 2012
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2011.10.010
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Cites Work
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- A comparison of generalized cross validation and modified maximum likelihood for estimating the parameters of a stochastic process
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- Estimating degradation by a Wiener diffusion process subject to measurement error
- Sharp minimax estimation of the variance of Brownian motion corrupted with Gaussian noise
Cited In (5)
- Reliability inference for the Wiener degeneration model with measurement errors
- Stochastic modelling and analysis of degradation for highly reliable products
- Degradation data analysis and remaining useful life estimation: a review on Wiener-process-based methods
- A time-discrete and zero-adjusted gamma process model with application to degradation analysis
- Optimal classification policy and comparisons for highly reliable products
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