Parametric inference in a perturbed gamma degradation process |
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Authors: | Laurent Bordes Ali Salami |
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Affiliation: | Laboratoire de Mathématiques et de leurs Applications, Université de Pau et des Pays de l’Adour, Pau, France |
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Abstract: | AbstractWe consider a degradation model which is the sum of two independent processes: an homogeneous gamma process and a Brownian motion. This model is called perturbed gamma process. Based on independent copies of the perturbed gamma process observed at irregular instants we propose to estimate the unknown parameters of the model using the moment method. Some general conditions allow to derive the asymptotic behavior of the estimators. We also show that these general conditions are fulfilled for some specific observation schemes. Finally, we illustrate our method by a numerical study and an application to a real data set. |
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Keywords: | Wiener process Gamma process Moments method Consistency asymptotic normality |
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