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Residual life prediction for complex systems with multi-phase degradation by ARMA-filtered hidden Markov model 期刊论文
QUALITY TECHNOLOGY AND QUANTITATIVE MANAGEMENT, 2019, 卷号: 16, 期号: 1, 页码: 19-35
作者:  Sheng, Zhidong;  Hu, Qingpei;  Liu, Jian;  Yu, Dan
收藏  |  浏览/下载：167/0  |  提交时间：2019/03/05
System reliability  residual life prediction  multi-phase degradation  hidden Markov model  
LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2015, 卷号: 110, 期号: 510, 页码: 784-794
作者:  Zhu, Ke;  Ling, Shiqing
收藏  |  浏览/下载：120/0  |  提交时间：2018/07/30
ARMA(p, q) models  Asymptotic normality  G/ARCH noises  Heavy-tailed noises  LADE  Random weighting approach  Self-weighted LADE  Sign-based portmanteau test  Strong consistency