Semiparametric inference on a class of Wiener processes

DOI10.1111/J.1467-9892.2009.00606.XzbMath1224.62035OpenAlexW2165868403MaRDI QIDQ3077647

Xiao Wang

Publication date: 22 February 2011

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2009.00606.x

zbMATH Keywords

reliabilityEM algorithmempirical processesrandom effectsdegradation datagreatest convex minorantprofile likelihoodpseudo-likelihoodnormal inverse Gaussian processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Reliability and life testing (62N05)

Cites Work

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• Weak convergence and empirical processes. With applications to statistics
• Models for Variable-Stress Accelerated Life Testing Experiments Based on Wiener Processes and the Inverse Gaussian Distribution
• Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling

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