Skip to main content Accessibility help
×
Home

Estimation of limiting availability for a stationary bivariate process

  • B. Abraham (a1) and N. Balakrishna (a1)

Abstract

We estimate the limiting availability of a system when the operating and repair times form a stationary bivariate sequence. These estimators are shown to be consistent and asymptotically normal under certain conditions. In particular, we estimate the limiting availability for a bivariate exponential autoregressive process.

Copyright

Corresponding author

Postal address: Institute for Improvement in Quality and Productivity, University of Waterloo, Waterloo, Ontario, Canada N2L 3G1. Email address: babraham@uwaterloo.ca
∗∗ Visiting from Coching University of Science and Technology, Cochin, 682022 India.

References

Hide All
Baxter, L. A., and Li, L. (1994). Nonparametric confidence intervals for the renewal function and the point availability. Scand. J. Statist. 21, 277287.
Baxter, L. A., and Li, L. (1996). Nonparametric estimation of the limiting availability. Lifetime Data Anal. 2, 391402.
Billingsley, P. (1968). Convergence of Probability Measures. John Wiley, New York.
Block, H. W., Langberg, N. A., and Stoffer, D. S. (1988). Bivariate exponential and geometric autoregressive and autoregressive moving average models. Adv. Appl. Prob. 20, 792821.
Gut, A., and Janson, S. (1983). The limiting behaviour of some stopped sums and some applications. Scand. J. Statist. 10, 281292.
Hoyland, A., and Rausand, M. (1994). System Reliability Theory. John Wiley, New York.
Mi, Jie (1995). Limiting behaviour of some measures of system availability. J. Appl. Prob. 32, 482493.
Nicholls, D. F., and Quinn, B. G. (1982). Random Coefficient Autoregressive Models: An Introduction (Lecture Notes in Statist., II). Springer, New York.
Serfling, R. J. (1980). Approximation Theorems of Mathematical Statistics. John Wiley, New York.

Keywords

MSC classification

Metrics

Full text views

Total number of HTML views: 0
Total number of PDF views: 0 *
Loading metrics...

Abstract views

Total abstract views: 0 *
Loading metrics...

* Views captured on Cambridge Core between <date>. This data will be updated every 24 hours.

Usage data cannot currently be displayed