First passage time of a Lévy degradation model with random effects
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Publication:1739386
DOI10.1007/s11009-018-9657-9zbMath1411.60069OpenAlexW2886789461MaRDI QIDQ1739386
Chengwei Qin, Narayanaswamy Balakrishnan
Publication date: 26 April 2019
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-018-9657-9
inverse Laplace transformrandom effectssaddlepoint approximationsfirst-passage timeLévy subordinatorgeneralized methods of moments
Processes with independent increments; Lévy processes (60G51) Point estimation (62F10) Reliability and life testing (62N05)
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Nonparametric optimal designs for degradation tests ⋮ Optimal sizing of the sediment replenishment capacity based on robust ergodic control of subordinator-driven dynamics ⋮ Analysis of time-to-failure data for a repairable system subject to degradation ⋮ Inference for a gradually deteriorating system with imperfect maintenance
Uses Software
Cites Work
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