Asymptotic behavior of nonparametric estimators of the two-dimensional and bivariate renewal functions
Publication:2330964
DOI10.1007/S11203-018-9192-XzbMath1423.60043OpenAlexW2898538872WikidataQ129076605 ScholiaQ129076605MaRDI QIDQ2330964
Michel Harel, Livasoa Andriamampionona, Victor Harison
Publication date: 23 October 2019
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-018-9192-x
asymptotic normalityalmost sure convergencerenewal process\(U\)-statisticsrenewal functionabsolute regularity
Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15)
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Cites Work
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- A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models
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- Asymptotics of the sample renewal function
- Limiting behavior of U-statistics for stationary, absolutely regular processes
- Renewal theory in two dimensions: asymptotic results
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- A Class of Statistics with Asymptotically Normal Distribution
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