523 citations
- Institute of Theoretical PhysicsCN5 papers
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Showing 2007 · math.STShow all
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math.ST2007
Statistical analysis of redundant systems with "warm" stand-by units
V. Bagdonavičius, I. Masiulaitytė, M. Nikulin
Mathematical formulation of fluent switching from "warm" to "hot" conditions of standby units is given using the well known Sedyakin's and accelerated failure time (AFT) models. No…
math.ST2007★ 20 cited
Time series aggregation, disaggregation and long memory
Dmitrij Celov, Remigijus Leipus, Anne Philippe
We study the aggregation/disaggregation problem of random parameter AR(1) processes and its relation to the long memory phenomenon. We give a characterization of a subclass of aggr…