Nonparametric Estimation of the Renewal Function by Empirical Data

DOI10.1080/15326340600648922MaRDI QIDQ5478904zbMATH OpenOpenAlexFDO

Authors Natalia M. Markovich, Udo R. Krieger

Publication date 13 July 2006

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326340600648922

zbMATH Keywords

Bootstrap methodNonparametric estimateRenewal functiontables

Mathematics Subject Classification ID

Renewal theory (60K05) Nonparametric estimation (62G05) Density estimation (62G07) Nonparametric statistical resampling methods (62G09) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Monte Carlo methods (65C05)

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Cites work

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Cited in

(14)

• A nonparametric estimator of the renewal function
• Nonparametric estimation in renewal theory. I: The empirical renewal function
• Estimation for renewal processes with unobservable gamma or Erlang interarrival times
• Nonparametric estimation for a two-dimensional renewal process
• Asymptotic behavior of nonparametric estimators of the two-dimensional and bivariate renewal functions
• Weak convergence of nonparametric estimators of the multidimensional and multidimensional-multivariate renewal functions on Skorohod topology spaces
• Estimating the Renewal Function When the Second Moment Is Infinite
• Nonparametric estimation of a renewal reward process from discrete data
• scientific article; zbMATH DE number 954978 (Why is no real title available?)
• Nonparametric estimation of renewal processes from count data
• Plug-in estimators for the mean value and variance functions in delayed renewal processes
• POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks
• Estimators of the moments for the inventory model of type \((s,S)\)
• Asymptotic normality and almost sure convergence of the renewal function estimator for strongly mixing random fields

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