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Revista Colombiana de Estadística
versão impressa ISSN 0120-1751
Resumo
GONZALEZ, NELFI GERTRUDIS e BUENO, VANDERLEI. Estimating the Discounted Warranty Cost of a Minimally Repaired Coherent System. Rev.Colomb.Estad. [online]. 2011, vol.34, n.3, pp.513-543. ISSN 0120-1751.
A martingale estimator for the expected discounted warranty cost process of a minimally repaired coherent system under its component level observation is proposed. Its asymptotic properties are also presented using the Martingale Central Limit Theorem.
Palavras-chave : Expected cost; martingale central limit theorem; reliability; repairable system; semimartingale; stochastic point process.