A generalized Wiener process with dependent degradation rate and volatility and time-varying mean-to-variance ratio
Shirong Zhou, Yincai Tang, Ancha Xu
Topics & Concepts
Wiener processVolatility (finance)ResidualDegradation (telecommunications)Variance (accounting)StatisticsMathematicsEconometricsStatistical inferenceApplied mathematicsMathematical optimizationComputer scienceAlgorithmEconomicsTelecommunicationsAccountingReliability and Maintenance OptimizationStatistical Distribution Estimation and ApplicationsFatigue and fracture mechanics