Volume 12, Issue 1 (March 2013)                   JIRSS 2013, 12(1): 1-34 | Back to browse issues page


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Bordes L, Mercier S. Extended Geometric Processes: Semiparametric Estimation and Application to ReliabilityImperfect repair, Markov renewal equation, replacement policy. JIRSS. 2013; 12 (1) :1-34
URL: http://jirss.irstat.ir/article-1-208-en.html

Abstract:   (4562 Views)
Lam (2007) introduces a generalization of renewal processes named Geometric processes, where inter-arrival times are independent and identically distributed up to a multiplicative scale parameter, in a geometric fashion. We here envision a more general scaling, not necessar- ily geometric. The corresponding counting process is named Extended Geometric Process (EGP). Semiparametric estimates are provided and studied for an EGP, which includes consistency results and convergence rates. In a reliability context, arrivals of an EGP may stand for suc- cessive failure times of a system submitted to imperfect repairs. In this context, we study: 1) the mean number of failures on some finite hori- zon time 2) a replacement policy assessed through a cost function on an infinite horizon time.
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Subject: 60: Probability theory and stochastic processes
Received: 2013/04/13 | Accepted: 2015/09/12

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