Asymptotic behavior of nonparametric estimator for the renewal function associated with stationary beta-mixing positive random variables

作者：Harel Michel^*; Ravelomanantsoa Fy Mamenosoa

来源：Comptes Rendus Mathematique, 2014, 352(1): 81-84.

DOI：10.1016/j.crma.2013.10.019

To estimate the renewal function, for stationary beta-mixing positive random variables, we consider a finite sum of empirical distribution functions. We study its asymptotics properties: asymptotic normality, almost surely convergence, and weak convergence. This last result will be established on the space of functions defined on [0, 1] that are rightcontinuous and have left-hand limits provided with the Skorokhod topology.

• 出版日期2014-1