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dc.contributor.advisorGürler, Ülküen_US
dc.contributor.authorGüleryüz, Güldalen_US
dc.date.accessioned2016-01-08T20:20:41Z
dc.date.available2016-01-08T20:20:41Z
dc.date.issued2004
dc.identifier.urihttp://hdl.handle.net/11693/18591
dc.descriptionAnkara : The Department of Industrial Engineering and the Institute of Engineering and Science of Bilkent Univ., 2004.en_US
dc.descriptionThesis (Ph.D.) -- Bilkent University, 2004.en_US
dc.descriptionIncludes bibliographical references leaves 96-100.en_US
dc.description.abstractIn this thesis, we suggest an approach to statistical parameter estimation when an estimator is constructed by the trajectory observations of a stochastic system and apply the approach to reliability models. We analyze the asymptotic properties of the estimators constructed by the trajectory observations using moments method, maximum likelihood method and least squares method. Using limit theorems for Switching Processes and the results for parameter estimation by trajectory observations, we study the behavior of moments method estimators which are constructed by the observations of a trajectory of a switching process and prove the consistency and asymptotic normality of such estimators. We consider four different reliability models with large number of devices. For each of the models, we represent the system process as a Switching Process and prove that the system process converges to the solution of a differential equation. We also prove the consistency of the moments method estimators for each model. Simulation results are also provided to support asymptotic results and to indicate the applicability of the approach to finite sample case for reliability models.en_US
dc.description.statementofresponsibilityGüleryüz, Güldalen_US
dc.format.extentxiii, 118 leaves, illustrations, tables, graphsen_US
dc.language.isoEnglishen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectParameter estimationen_US
dc.subjectSwitching processesen_US
dc.subjectReliability modelsen_US
dc.subject.lccQA276.8 .G85 2004en_US
dc.subject.lcshParameter estimation.en_US
dc.subject.lcshEstimation theory.en_US
dc.subject.lcshSwitching theory.en_US
dc.subject.lcshReliability (Engineering)--Mathematical models.en_US
dc.titleParameter estimation in switching stochastic modelsen_US
dc.typeThesisen_US
dc.departmentDepartment of Industrial Engineeringen_US
dc.publisherBilkent Universityen_US
dc.description.degreePh.D.en_US


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