A Model Describing Damage Processes and Resulting First Passage Times

by Wendt, Heide


Preprint series: 98-11, Preprints

60G55 Point processes
62F10 Point estimation
62F12 Asymptotic properties of estimators


Abstract: The system reliability for a shock model with accumulating damages will be described by marked point processes where the sequence of jump times is a doubly stochastic Poisson process. The intact probability of the system is determined for different distributions of damages. Likelihood functions are depended on observed history. The several resulting maximum likelihood estimates for parameters in the distribution of the system failure time are derived.

Keywords: point process, doubly stochastic Poisson process, history, compensator, independent right-censoring

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Letzte Änderung: 01.03.2018 - Ansprechpartner: Webmaster