Cidi eifi

c2 - b-ei ci fi bi di c2 - b-et where bi = iTs-1i, a = CTs-11, di = yts-1Ci, et = CT S-1Ci, fi = YT S-11, gi = Y? S^Ym

c = Q(Y,, Â) =YJ((gi + bi Â2U + eiÂ22i + 2cîÂuÂ2î - 2fiÂu - 2diÂ2i).

The conditional mean of the estimator a2 given N and ji is:

so a2 is a consistent estimator of â2.

A consistent estimator of the mean degradation m(t) = E(Z(t)) is

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