Nonparametric Estimation of the Renewal Function by Empirical Data

DOI10.1080/15326340600648922zbMath1099.62032OpenAlexW2020796845MaRDI QIDQ5478904

Udo R. Krieger, Natalia M. Markovich

Publication date: 13 July 2006

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326340600648922

zbMATH Keywords

tablesRenewal functionBootstrap methodNonparametric estimate

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05) Renewal theory (60K05)

Related Items

Plug-in estimators for the mean value and variance functions in delayed renewal processes ⋮ POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks ⋮ Weak convergence of nonparametric estimators of the multidimensional and multidimensional-multivariate renewal functions on Skorohod topology spaces ⋮ Estimators of the moments for the inventory model of type \((s,S)\)

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