Estimation of limiting availability for a stationary bivariate process

Estimation of limiting availability for a stationary bivariate process

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Article ID: iaor2004884
Country: United States
Volume: 37
Issue: 3
Start Page Number: 696
End Page Number: 704
Publication Date: Sep 2000
Journal: Journal of Applied Probability
Authors: ,
Abstract:

We estimate the limiting availability of a system when the operating and repair times form a stationary bivariate sequence. These estimaters are shown to be consistent and asymptotically normal under certain conditions. In particular, we estimate the limiting availability for a bivariate exponential autoregressive process.

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