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
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
Journal title :
Applied Mathematics Letters
