Regression analysis of stochastic fatigue crack growth model in a martingale difference framework
DOI10.1007/s42519-020-00110-xzbMath1443.62125OpenAlexW3036800655MaRDI QIDQ777851
Chrysanthi Papamichail, Salim Bouzebda, Nikolaos Limnios
Publication date: 7 July 2020
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s42519-020-00110-x
consistencyasymptotic normalityfatigue crack growthMarkov processmartingale differencessemi-Markov processleast squares estimatorsstochastic regression model
Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) General nonlinear regression (62J02) Discrete-time Markov processes on general state spaces (60J05) Probability distributions: general theory (60E05) Markov processes: hypothesis testing (62M02)
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