NONPARAMETRIC-ESTIMATION IN RENEWAL THEORY .1. THE EMPIRICAL RENEWAL FUNCTION
成果类型：
Article
署名作者：
GRUBEL, R; PITTS, SM
署名单位：
University of London; University College London
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
DOI：
10.1214/aos/1176349266
发表日期：
1993
页码：
1431-1451
关键词：
摘要：
We introduce a nonparametric estimator for the renewal function and discuss its properties, including consistency, asymptotic normality and asymptotic validity of bootstrap confidence regions. The underlying theme is that stochastic models can be regarded as functionals or nonlinear operators. This view leads to nonparametric estimators in a natural way and statistical properties of the estimators can be related to the local behaviour of the functionals.