On the Kaplan-Meier estimator of long-range dependent sequences
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Publication:5952143
DOI10.1023/A:1017546623620zbMath1092.62510MaRDI QIDQ5952143
Nikolai N. Leonenko, Ludmila M. Sakhno
Publication date: 2001
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
long-range dependencelimiting distributioncensoringKaplan-Meier estimatormultiple Wiener-Itô integrals
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Estimation in survival analysis and censored data (62N02)
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