75 citations · 130 across the 14 of their papers we have counts for
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math.ST2013
An asymptotical method to estimate the parameters of a deteriorating system under condition-based maintenance
Philippe Briand, Edwige Idée, Céline Labart
In this paper, we develop a new method to estimate the parameters of a deteriorating system under perfect condition-based maintenance. This method is based on the asymptotical beha…
math.PR2013★ 5 cited
Stochastic Local Intensity Loss Models with Interacting Particle Systems
Aurélien Alfonsi, Céline Labart, Jérôme Lelong
It is well-known from the work of Schönbucher (2005) that the marginal laws of a loss process can be matched by a unit increasing time inhomogeneous Markov process, whose determini…