Weak convergence of nonparametric estimators of the multidimensional and multidimensional-multivariate renewal functions on Skorohod topology spaces

DOI10.1007/S11203-021-09263-3MaRDI QIDQ2676876zbMATH OpenOpenAlexFDO

Authors Michel Harel, Joseph Ngatchou-Wandji, Livasoa Andriamampionona, Victor Harison

Publication date 28 September 2022

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11203-021-09263-3

zbMATH Keywords

renewal functionrenewal processSkorohod topologyweak convergence

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Renewal theory (60K05) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Asymptotic behavior of nonparametric estimators of the two-dimensional and bivariate renewal functions
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Cites work

• Approximation of the Bivariate Renewal Function
• Approximations in bivariate renewal theory
• Asymptotic behavior of nonparametric estimators of the two-dimensional and bivariate renewal functions
• Asymptotic behavior of the nonparametric estimator for the renewal function associated with independent and nonstationary positive random variables
• Asymptotic properties of the straight line estimator for a renewal function
• Asymptotics of the sample renewal function
• Multiple Time Series Regression with Integrated Processes
• Nonparametric estimation in renewal theory. I: The empirical renewal function
• Nonparametric Estimation of the Renewal Function by Empirical Data
• Nonparametric renewal function estimation
• Renewal theory in two dimensions: asymptotic results
• The space \(\tilde D_ k\) land weak convergence for the rectangle-indexed processes under mixing
• Two-dimensional failure modeling with minimal repair
• Warranty analysis and renewal function estimation

Cited in

(1)

• Asymptotic normality and almost sure convergence of the renewal function estimator for strongly mixing random fields

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