Plug-in estimators for the mean value and variance functions in delayed renewal processes

PEKALP M. H., ALTINDAĞ Ö., Acar Ö., AYDOĞDU H.

Communications in Statistics - Theory and Methods, cilt.49, sa.19, ss.4693-4711, 2020 (SCI-Expanded) identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 49 Sayı: 19
  • Basım Tarihi: 2020
  • Doi Numarası: 10.1080/03610926.2019.1604965
  • Dergi Adı: Communications in Statistics - Theory and Methods
  • Derginin Tarandığı İndeksler: 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
  • Sayfa Sayıları: ss.4693-4711
  • Anahtar Kelimeler: 60K05, 62F12, almost sure consistency, delayed renewal function, Delayed renewal process, delayed variance function, unbiasedness
  • Bilecik Şeyh Edebali Üniversitesi Adresli: Evet

Özet

© 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.