Copy For Citation
PEKALP M. H., ALTINDAĞ Ö., Acar Ö., AYDOĞDU H.
Communications in Statistics - Theory and Methods, vol.49, no.19, pp.4693-4711, 2020 (SCI-Expanded)
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Publication Type:
Article / Article
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Volume:
49
Issue:
19
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Publication Date:
2020
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Doi Number:
10.1080/03610926.2019.1604965
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Journal Name:
Communications in Statistics - Theory and Methods
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Journal Indexes:
Science Citation Index Expanded (SCI-EXPANDED), Scopus, Academic Search Premier, Business Source Elite, Business Source Premier, CAB Abstracts, Compendex, Veterinary Science Database, zbMATH, Civil Engineering Abstracts
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Page Numbers:
pp.4693-4711
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Keywords:
60K05, 62F12, almost sure consistency, delayed renewal function, Delayed renewal process, delayed variance function, unbiasedness
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Bilecik Şeyh Edebali University Affiliated:
Yes
Abstract
© 2019 Taylor & Francis Group, LLC.In this paper, we deal with the problem of estimating the delayed renewal and variance functions in delayed renewal processes. Two parametric plug-in estimators for these functions are proposed and their unbiasedness, asymptotic unbiasedness and consistency properties are investigated. The asymptotic normality of these estimators are established. Further, a method for the computation of the estimators is given. Finally, the performances of the estimators are evaluated for small sample sizes by a simulation study.