Some aspects of statistics of inverse gamma process as a model of wear are considered. Formulae for finite-dimensional distribution densities of the process are given. Partial derivatives with respect to parameters of one-dimensional densities of both the direct, and inverse processes with independent positive increments are derived. Methods for estimation of parameters of the inverse gamma process are investigated.
CITATION STYLE
Harlamov, B. P. (2006). On statistics of inverse gamma process as a model of wear. In Probability, Statistics and Modelling in Public Health (pp. 187–201). Springer-Verlag. https://doi.org/10.1007/0-387-26023-4_13
Mendeley helps you to discover research relevant for your work.