Filtering equations for the conditional law of residual lifetimes from a heterogeneous population
From MaRDI portal
Publication:4529144
DOI10.1239/JAP/1014842839zbMath0967.62082OpenAlexW1994341077MaRDI QIDQ4529144
Barbara Torti, Anna Gerardi, Fabio L. Spizzichino
Publication date: 2 September 2001
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1014842839
Inference from stochastic processes and prediction (62M20) Survival analysis and censored data (62N99) Reliability and life testing (62N05)
Related Items (7)
JUMP PROCESSES UNDER PARTIAL OBSERVATIONS: FINITE STATE APPROXIMATION ⋮ Probabilistic prediction of credit ratings: a filtering approach ⋮ Credit risk in an economy with new firms arrivals ⋮ Controlled Heterogeneous Collection: The Role of Occupation Numbers ⋮ Heterogeneous population dynamical model: a filtering problem ⋮ Occupancy numbers for dynamic heterogeneous populations: Estimate of particles lifetimes ⋮ Exchangeable mixture models for lifetimes: the role of ``occupation numbers.
This page was built for publication: Filtering equations for the conditional law of residual lifetimes from a heterogeneous population