Nonparametric estimation in renewal theory. I: The empirical renewal function

DOI10.1214/aos/1176349266zbMath0818.62037OpenAlexW2030860657MaRDI QIDQ1314463

Susan M. Pitts, Rudolf Grübel

Publication date: 16 February 1994

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176349266

zbMATH Keywords

consistencyasymptotic normalityrenewal functionasymptotic validity of bootstrap confidence regions

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Applications of functional analysis in probability theory and statistics (46N30) Renewal theory (60K05)

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