Asymptotic behavior of the nonparametric estimator for the renewal function associated with independent and nonstationary positive random variables

DOI10.1016/J.CRMA.2013.07.011zbMathNoneOpenAlexW1984176426MaRDI QIDQ373685

Fy Mamenosoa Ravelomanantsoa, Michel Harel

Publication date: 18 October 2013

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: http://www.sciencedirect.com/science/article/pii/S1631073X13001696

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Weak convergence of nonparametric estimators of the multidimensional and multidimensional-multivariate renewal functions on Skorohod topology spaces ⋮ Asymptotic behavior of nonparametric estimators of the two-dimensional and bivariate renewal functions

Cites Work

• Unnamed Item
• Nonparametric renewal function estimation
• Central limit theorem of the smoothed empirical distribution functions for asymptotically stationary absolutely regular stochastic processes
• Asymptotics of the sample renewal function
• Comparison of Nonparametric Estimators for the Renewal Function

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