Summary
Some aspects of statistics of inverse gamma process as a model of wear are considered. Formulae for finite-dimensional distribution densities of the process are given. Partial derivatives with respect to parameters of one-dimensional densities of both the direct, and inverse processes with independent positive increments are derived. Methods for estimation of parameters of the inverse gamma process are investigated.
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Harlamov, B. (2006). On statistics of inverse gamma process as a model of wear. In: Nikulin, M., Commenges, D., Huber, C. (eds) Probability, Statistics and Modelling in Public Health. Springer, Boston, MA. https://doi.org/10.1007/0-387-26023-4_13
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DOI: https://doi.org/10.1007/0-387-26023-4_13
Publisher Name: Springer, Boston, MA
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