Asymptotic behavior of nonparametric estimators of the two-dimensional and bivariate renewal functions

DOI10.1007/s11203-018-9192-xzbMath1423.60043OpenAlexW2898538872WikidataQ129076605 ScholiaQ129076605MaRDI QIDQ2330964

Michel Harel, Livasoa Andriamampionona, Victor Harison

Publication date: 23 October 2019

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-018-9192-x

zbMATH Keywords

asymptotic normalityalmost sure convergencerenewal process\(U\)-statisticsrenewal functionabsolute regularity

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15)

Related Items (1)

Weak convergence of nonparametric estimators of the multidimensional and multidimensional-multivariate renewal functions on Skorohod topology spaces

Cites Work

• Asymptotic behavior of the nonparametric estimator for the renewal function associated with independent and nonstationary positive random variables
• A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models
• Nonparametric renewal function estimation
• Asymptotics of the sample renewal function
• Limiting behavior of U-statistics for stationary, absolutely regular processes
• Renewal theory in two dimensions: asymptotic results
• Moment bounds for stationary mixing sequences
• A Class of Statistics with Asymptotically Normal Distribution
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