Information-based thinning of point processes and its application to shock models

DOI10.1016/J.JSPI.2012.02.049zbMath1244.62135OpenAlexW1996057241WikidataQ58293170 ScholiaQ58293170MaRDI QIDQ433754

Ji Hwan Cha, Maxim Finkelstein

Publication date: 6 July 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2012.02.049

zbMATH Keywords

partial informationconditional intensityhistory-dependent thinning

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Reliability and life testing (62N05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (7)

A dynamic stress-strength model with stochastically decreasing strength ⋮ Measuring discrepancies between Poisson and exponential Hawkes processes ⋮ Bivariate preventive maintenance of systems with lifetimes dependent on a random shock process ⋮ Optimal preventive maintenance for systems having a continuous output and operating in a random environment ⋮ Stochastic Modeling for Environmental Stress Screening ⋮ Multivariate reliability modelling based on dependent dynamic shock models ⋮ On a multivariate IFR and positively dependent lifetime model induced by multiple shot-noise processes

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• Statistical models based on counting processes

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