Parameter estimation in a condition-based maintenance model
type: Item
instance of: scholarly article
title: Parameter estimation in a condition-based maintenance model
zbMATH Open document ID: 1195.62157
author: Michael Jong Kim
author: Rui Jiang
author: Viliam Makis
published in: Statistics \& Probability Letters
publication date: 2010-09-24T00:00:00Z
Mathematics Subject Classification ID: 62N05
Mathematics Subject Classification ID: 62N02
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60J27
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 5791194
zbMATH Keywords: parameter estimation
zbMATH Keywords: partially observable failing systems
zbMATH Keywords: hidden Markov modeling
zbMATH Keywords: vector time series
zbMATH Keywords: EM algorithm
MaRDI profile type: Publication
full work available at URL: j.spl.2010.07.002
OpenAlex ID: W2026701678
cites work: Q4265493
cites work: Q4139463
cites work: Analysis of time series subject to changes in regime
cites work: Dynamic linear models with Markov-switching
cites work: Recursive algorithms for estimation of hidden Markov models and autoregressive models with Markov regime
cites work: Filters and parameter estimation for a partially observable system subject to random failure with continuous-range observations
cites work: Maximum likelihood estimation for multivariate observations of Markov sources
DOI: 10.1016/J.SPL.2010.07.002
description: scientific article; zbMATH DE number 5791194