Nonparametric renewal function estimation

DOI10.1214/aos/1176350163zbMath0625.62026OpenAlexW1979055758MaRDI QIDQ579787

Edward W. Frees

Publication date: 1986

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350163

zbMATH Keywords

consistencyasymptotic normalityU-statisticsrenewal functionreverse martingaleswarranty analysis

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Inference from stochastic processes (62M99) Renewal theory (60K05)

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