Asymptotics for increments of stopped renewal processes

DOI10.1016/j.spl.2009.12.010zbMath1187.60069OpenAlexW2076028256MaRDI QIDQ962010

Allan Gut, Josef G. Steinebach

Publication date: 1 April 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.12.010

zbMATH Keywords

first passage timesstopping timechange-point analysisincrements of renewal counting processes

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Renewal theory (60K05)

Cites Work

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