Estimating the Renewal Function When the Second Moment Is Infinite

DOI10.1080/15326340601141851zbMath1111.62044MaRDI QIDQ3444700

Youri Davydov, Ričardas Zitikis, M. S. Bebbington

Publication date: 4 June 2007

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326340601141851

zbMATH Keywords

consistency; stable law; empirical process; limit distribution; renewal function; confidence band

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

62G15: Nonparametric tolerance and confidence regions

62G30: Order statistics; empirical distribution functions

60K05: Renewal theory

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