Product-limit estimator for long- and short-range dependent sequences under gamma type subordination

DOI10.1515/rose.2002.10.4.301zbMath1010.62092OpenAlexW2073580529MaRDI QIDQ4780943

Emanuele Taufer, Ludmila M. Sakhno, Nikolai N. Leonenko

Publication date: 21 November 2002

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.2002.10.4.301

zbMATH Keywords

long-range dependencecensoringKaplan-Meier estimator

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01) Estimation in survival analysis and censored data (62N02)

Related Items

On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications