Nonparametric estimation in renewal theory II: Solutions of renewal-type equations
成果类型：
Article
署名作者：
Politis, K; Pitts, SM
署名单位：
University of Southampton; University of Cambridge
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
发表日期：
2000
页码：
88-115
关键词：
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.