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Estimation of limiting availability for a stationary bivariate process

Part of: Inference from stochastic processes

Published online by Cambridge University Press:  14 July 2016

B. Abraham  and
N. Balakrishna
B. Abraham*
Affiliation:
University of Waterloo
N. Balakrishna*
Affiliation:
University of Waterloo
*
∗Postal address: Institute for Improvement in Quality and Productivity, University of Waterloo, Waterloo, Ontario, Canada N2L 3G1. Email address: [email protected]
∗∗Visiting from Coching University of Science and Technology, Cochin, 682022 India.
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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.

Keywords

Bivariate geometric distributionconsistent and asymptotically normalergodicityexponential autoregressive modelϕ-mixing

MSC classification

Primary: 62M09: Non-Markovian processes 62M10: Time series, auto-correlation, regression, etc.
Type
Research Papers
Information
Journal of Applied Probability , Volume 37 , Issue 3 , September 2000 , pp. 696 - 704
Copyright
Copyright © Applied Probability Trust 2000 

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