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

DOI10.1515/ROSE.2002.10.4.301MaRDI QIDQ4780943zbMATH OpenOpenAlexFDO

Authors L. Sakhno, Emanuele Taufer, 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

censoringlong-range dependenceKaplan-Meier estimator

Mathematics Subject Classification ID

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

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Cited in

(2)

• On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications
• On the Kaplan-Meier estimator of long-range dependent sequences

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