Article ID Journal Published Year Pages File Type
1709323 Applied Mathematics Letters 2012 4 Pages PDF
Abstract

In this paper we give a closed form for the determinant and the inverse matrix of the covariance matrix of a Wiener process with measurement error. We will discuss its application in the analysis of degradation data for highly-reliable products.

Keywords
Related Topics
Physical Sciences and Engineering Engineering Computational Mechanics
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A note on a Wiener process with measurement error
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