Nonparametric estimation in renewal theory II: Solutions of renewal-type equations

被引：0
|
作者：
Politis, K
Pitts, SM
机构：
[1] Univ Southampton, Dept Social Stat, Southampton SO17 1BJ, Hants, England
[2] Univ Cambridge, Stat Lab, Cambridge CB2 1SB, England
来源：
ANNALS OF STATISTICS | 2000年 / 28卷 / 01期
关键词：
renewal function; renewal-type equations; functional central limit theorems; bootstrap; asymptotic efficiency;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Nonparametric estimators of solutions of renewal-type equations are proposed in terms of the empirical renewal function. Using the approach of Grubel and Pitts [Ann. Stat. 21 1431-1451(1993)], who studied asymptotic properties of the empirical renewal function, a number of properties of our estimators are established, including strong consistency, asymptotic normality and efficiency, and asymptotic validity of bootstrap confidence bounds. The results are illustrated by some particular examples.
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页码：88 / 115
页数：28
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