Article ID Journal Published Year Pages File Type
4669933 Comptes Rendus Mathematique 2014 4 Pages PDF
Abstract
To estimate the renewal function, for stationary β-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 right-continuous and have left-hand limits provided with the Skorokhod topology.
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Authors
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