Open AccessA martingale approach to reliability theory: on the role of filtration in the model specification
Author(s) -
Elja Arjas,
Ilkka Norros
Publication year - 1988
Publication title -
annales academiae scientiarum fennicae. series a 1, mathematica
Language(s) - English
Resource type - Journals
ISSN - 0066-1953
DOI - 10.5186/aasfm.1988.1310
Subject(s) - martingale (probability theory) , econometrics , computer science , reliability engineering , mathematics , engineering