A note on a Wiener process with measurement error

DOI10.1016/J.AML.2011.10.010zbMath1246.60058OpenAlexW2020419099MaRDI QIDQ429194

Shih-Chi Hsu, Chien-Yu Peng

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

zbMATH Keywords

Brownian motionGaussian noisemeasurement errorasymptotic theorydegradation model

Mathematics Subject Classification ID

Gaussian processes (60G15)

Related Items (3)

A time-discrete and zero-adjusted gamma process model with application to degradation analysis ⋮ Degradation data analysis and remaining useful life estimation: a review on Wiener-process-based methods ⋮ Optimal classification policy and comparisons for highly reliable products

Cites Work

• A comparison of generalized cross validation and modified maximum likelihood for estimating the parameters of a stochastic process
• Estimating degradation by a Wiener diffusion process subject to measurement error
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A note on a Wiener process with measurement error