Title of article
A note on a Wiener process with measurement error
Author/Authors
Peng، نويسنده , , Chien-Yu and Hsu، نويسنده , , Shih-Chi، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2012
Pages
4
From page
729
To page
732
Abstract
In this paper we give a closed form for the determinant and the inverse matrix of the covariance matrix of a Wiener process with measurement error. We will discuss its application in the analysis of degradation data for highly-reliable products.
Keywords
asymptotic theory , Brownian motion , Gaussian noise , Measurement error , Degradation Model
Journal title
Applied Mathematics Letters
Serial Year
2012
Journal title
Applied Mathematics Letters
Record number
1528340
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