A method to compute the transition function of a piecewise deterministic Markov process with application to reliability
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Julien Chiquet & Nikolaos Limnios, 2006. "Estimating Stochastic Dynamical Systems Driven by a Continuous-Time Jump Markov Process," Methodology and Computing in Applied Probability, Springer, vol. 8(4), pages 431-447, December.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Romain Azaïs & Alexandre Genadot, 2015. "Semi-parametric inference for the absorption features of a growth-fragmentation model," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(2), pages 341-360, June.
- Robert Eymard & Sophie Mercier & Michel Roussignol, 2011. "Importance and Sensitivity Analysis in Dynamic Reliability," Methodology and Computing in Applied Probability, Springer, vol. 13(1), pages 75-104, March.
- Jiang, Shan & Li, Yan-Fu, 2021. "Dynamic Reliability Assessment of Multi-cracked Structure under Fatigue Loading via Multi-State Physics Model," Reliability Engineering and System Safety, Elsevier, vol. 213(C).
- Romain Azaïs & François Dufour & Anne Gégout-Petit, 2014. "Non-Parametric Estimation of the Conditional Distribution of the Interjumping Times for Piecewise-Deterministic Markov Processes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(4), pages 950-969, December.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Guglielmo D’Amico & Philippe Regnault, 2018. "Dynamic Measurement of Poverty: Modeling and Estimation," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 80(2), pages 305-340, November.
- Chiquet, Julien & Eid, Mohamed & Limnios, Nikolaos, 2008. "Modelling and estimating the reliability of stochastic dynamical systems with Markovian switching," Reliability Engineering and System Safety, Elsevier, vol. 93(12), pages 1801-1808.
- Vlad Stefan Barbu & Nicolas Vergne, 2019. "Reliability and Survival Analysis for Drifting Markov Models: Modeling and Estimation," Methodology and Computing in Applied Probability, Springer, vol. 21(4), pages 1407-1429, December.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:78:y:2008:i:12:p:1397-1403. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.