On the Kaplan–Meier Estimator of Long-Range Dependent Sequences
| Year of publication: |
2001
|
|---|---|
| Authors: | Leonenko, Nikolai ; Sakhno, Ludmila |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 4.2001, 1, p. 17-40
|
| Publisher: |
Springer |
| Subject: | long-range dependence | censoring | Kaplan–Meier estimator | limiting distribution | multiple Wiener–Itô integrals |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005184574