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On the least squares estimation on stochastic fatigue crack growth model in martingale difference framework
1 : Laboratoire de Mathématiques Appliquées
(LMA-Compiegne)
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Website
Université de Technologie de Compiègne
The motivation comes from a degradation mechanism that arises in fatigue crack growth (FCG). This study concerns the parameter estimation of a stochastic differential equation that describes
the FCG phenomenon. The equation is written in the from of a stochastic regression model where the residuals are assumed martingale differences. In this framework, the parameter estimates are
proved to be consistent.
