0410593 20240103182225.220060210235959.9 80-7015-792-5 Praha JČMF 2001 11 s. 357-367AntochJ.DohnalG. cav_un_auth*0101227 Volf Petr UTIA-B Department of Stochastic Informatics Ústav teorie informace a automatizace AV ČR, v. v. i. 12B GA402/98/0742 GA ČR cav_un_auth*0009149 VS97084 GA MŠk cav_un_auth*0025121 AV0Z1075907 The contribution deals with a stochastic process which cumulates random increments at random moments. We derive its martingale - compensator decomposition and then we propose the estimator of characteristics of distribution of increments. An application deals with the process of growing damage of a technical device leading to a break of device when cumulated damage exceeds a certain level. We also discuss the problem of prediction of the cumulative process behaviour. cav_un_auth*0212780 ROBUST 2000. Letní škola JČMF /11./ Nečtiny CZ 11.09.2000-15.09.2000 BB SI http://hdl.handle.net/11104/0130682 UTIA-B 20010062 2001 2001 Praha JČMF 80-7015-792-5 ROBUST'2000. Sborník prací jedenácté letní školy JČMF 357 367 Antoch J. 340 Dohnal G. 340