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, vol.49, no.19, pp.4693-4711, 2020 (SCI-Expanded) identifier

  • Publication Type: Article / Article
  • Volume: 49 Issue: 19
  • Publication Date: 2020
  • Doi Number: 10.1080/03610926.2019.1604965
  • Journal Name: Communications in Statistics - Theory and Methods
  • 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
  • Page Numbers: pp.4693-4711
  • Keywords: 60K05, 62F12, almost sure consistency, delayed renewal function, Delayed renewal process, delayed variance function, unbiasedness
  • 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.