Pekalp, Mustafa Hilmi; Aydoğdu, Halil Parametric estimations of the mean value and variance functions in geometric process. (English) Zbl 1541.62208 J. Comput. Appl. Math. 449, Article ID 115969, 8 p. (2024). MSC: 62M09 60K05 62F10 62F12 62N05 × Cite Format Result Cite Review PDF Full Text: DOI
Harel, Michel; Ngatchou-Wandji, Joseph; Andriamampionona, Livasoa; Harison, Victor Weak convergence of nonparametric estimators of the multidimensional and multidimensional-multivariate renewal functions on Skorohod topology spaces. (English) Zbl 1497.60125 Stat. Inference Stoch. Process. 25, No. 3, 485-504 (2022). MSC: 60K05 60F17 62E20 62G05 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Xiao-Yang; Ye, Zhi-Sheng; Tang, Cheng Yong Estimating the inter-occurrence time distribution from superposed renewal processes. (English) Zbl 1469.60280 Bernoulli 27, No. 4, 2804-2826 (2021). MSC: 60K15 60K20 62G05 62N05 × Cite Format Result Cite Review PDF Full Text: DOI
Pekalp, Mustafa Hilmi; Altındağ, Ömer; Acar, Özgür; Aydoğdu, Halil Plug-in estimators for the mean value and variance functions in delayed renewal processes. (English) Zbl 07529921 Commun. Stat., Theory Methods 49, No. 19, 4693-4711 (2020). MSC: 60K05 62F12 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Coen, Arrigo; Godínez-Chaparro, Beatriz Compound Dirichlet processes. (English) Zbl 1436.60034 Antoniano-Villalobos, Isadora (ed.) et al., Selected contributions on statistics and data science in Latin America. 33rd “Foro nacional de estadística” (FNE) and 13th “Congreso Latinoamericano de Sociedades de Estadística” (CLATSE), Guadalajara, Mexico, October 1–5, 2018. Cham: Springer. Springer Proc. Math. Stat. 301, 43-58 (2019). MSC: 60G07 60K05 62P10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Harel, Michel; Andriamampionona, Livasoa; Harison, Victor Asymptotic behavior of nonparametric estimators of the two-dimensional and bivariate renewal functions. (English) Zbl 1423.60043 Stat. Inference Stoch. Process. 22, No. 3, 499-523 (2019). MSC: 60F05 60F15 62G05 62G20 62G30 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Gökpınar, Esra; Khaniyev, Tahir; Gamgam, Hamza; Gökpinar, Fikri Estimators of the moments for the inventory model of type \((s,S)\). (English) Zbl 1391.90011 Iran. J. Sci. Technol., Trans. A, Sci. 42, No. 1, 5-12 (2018). MSC: 90B05 62F10 62P30 60K15 60K05 × Cite Format Result Cite Review PDF Full Text: DOI
Lindo, Alexey; Zuyev, Sergei; Sagitov, Serik Nonparametric estimation for compound Poisson process via variational analysis on measures. (English) Zbl 1384.62116 Stat. Comput. 28, No. 3, 563-577 (2018). MSC: 62G05 62M05 60G55 × Cite Format Result Cite Review PDF Full Text: DOI Link
Shiraishi, Hiroshi Review of statistical actuarial risk modelling. (English) Zbl 1426.62308 Cogent Math. 3, Article ID 1123945, 31 p. (2016). MSC: 62P05 62-02 91G05 91B05 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Zhimin; Liu, Chaolin Nonparametric estimation for derivatives of compound distribution. (English) Zbl 1485.62037 J. Korean Stat. Soc. 44, No. 3, 327-341 (2015). MSC: 62G05 62G07 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Masiello, Esterina On semiparametric estimation of ruin probabilities in the classical risk model. (English) Zbl 1401.62212 Scand. Actuar. J. 2014, No. 4, 283-308 (2014). MSC: 62P05 62F40 62F12 91B30 × Cite Format Result Cite Review PDF Full Text: DOI HAL
Harel, Michel; Ravelomanantsoa, Fy Mamenosoa Asymptotic behavior of nonparametric estimator for the renewal function associated with stationary \(\beta\)-mixing positive random variables. (Comportement asymptotique de l’estimateur non paramétrique de la fonction de renouvellement associée à des variables aléatoires positives stationnaires \(\beta\)-mélangeantes.) (French. English summary) Zbl 1281.62095 C. R., Math., Acad. Sci. Paris 352, No. 1, 81-84 (2014). MSC: 62G07 62G20 62G05 62G30 × Cite Format Result Cite Review PDF Full Text: DOI Link
Harel, Michel; Ravelomanantsoa, Fy Mamenosoa Asymptotic behavior of the nonparametric estimator for the renewal function associated with independent and nonstationary positive random variables. (Comportement asymptotique de lestimateur non paramétrique de la fonction de renouvellement associée à des variables aléatoires positives indépendantes et non stationnaires.) (French) Zbl 06216330 C. R., Math., Acad. Sci. Paris 351, No. 13-14, 575-578 (2013). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI Link Link
Shimizu, Yasutaka Non-parametric estimation of the Gerber-Shiu function for the Wiener-Poisson risk model. (English) Zbl 1277.62096 Scand. Actuar. J. 2012, No. 1, 56-69 (2012). MSC: 62G05 91B30 60K10 × Cite Format Result Cite Review PDF Full Text: DOI
Shimizu, Y. Estimation of the expected discounted penalty function for Lévy insurance risks. (English) Zbl 1308.62199 Math. Methods Stat. 20, No. 2, 125-149 (2011). MSC: 62P05 91B30 60G51 62G20 62M05 × Cite Format Result Cite Review PDF Full Text: DOI
Mukhopadhyay, Chiranjit; Samuel, Mathews P. Bayesian analysis of a superimposed renewal process. (English) Zbl 1208.62160 Commun. Stat., Theory Methods 40, No. 2, 279-303 (2011). MSC: 62N05 62F15 62P30 60K10 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Necir, Abdelhakim; Rassoul, Abdelaziz; Meraghni, Djamel POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks. (English) Zbl 1200.91141 J. Probab. Stat. 2010, Article ID 965672, 14 p. (2010). MSC: 91B30 62P05 62G05 62F10 × Cite Format Result Cite Review PDF Full Text: DOI EuDML
Balakrishna, N.; Mathew, Angel Nonparametric estimation of the average availability. (English) Zbl 1167.62029 Commun. Stat., Theory Methods 38, No. 8, 1207-1218 (2009). MSC: 62G05 62N05 62N01 62G15 × Cite Format Result Cite Review PDF Full Text: DOI Link
Bebbington, Mark; Davydov, Youri; Zitikis, Ričardas Estimating the renewal function when the second moment is infinite. (English) Zbl 1111.62044 Stoch. Models 23, No. 1, 27 - 48 (2007). MSC: 62G15 60K05 62E20 62G20 62G30 60E07 × Cite Format Result Cite Review PDF Full Text: DOI
Markovich, Natalia M.; Krieger, Udo R. Nonparametric estimation of the renewal function by empirical data. (English) Zbl 1099.62032 Stoch. Models 22, No. 2, 175-199 (2006). MSC: 62G05 60K05 62M09 65C05 62G07 62G20 62G09 × Cite Format Result Cite Review PDF Full Text: DOI
Bagdonavičius, Vilijandas; Bikelis, Algimantas; Kazakevičius, Vytautas Nonparametric confidence intervals for the number of spares required for a renewable system. (English) Zbl 1062.62229 Commun. Stat., Theory Methods 34, No. 5, 1203-1212 (2005). MSC: 62N05 62K10 62F25 × Cite Format Result Cite Review PDF Full Text: DOI
Politis, Konstadinos; Pitts, Susan M. Nonparametric estimation in renewal theory. II: Solutions of renewal-type equations. (English) Zbl 1106.60311 Ann. Stat. 28, No. 1, 88-115 (2000). MSC: 60K05 62G05 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Rempała, Grzegorz Strong law of large numbers for \(U\)-statistics of varying order. (English) Zbl 0919.60046 Stat. Probab. Lett. 39, No. 3, 263-270 (1998). Reviewer: N.Kalinauskaitė (Vilnius) MSC: 60F15 × Cite Format Result Cite Review PDF Full Text: DOI
Frees, Edward W. Semiparametric estimation of warranty costs. (English) Zbl 0857.62038 J. Nonparametric Stat. 5, No. 2, 103-122 (1995). MSC: 62G07 62P20 62G20 62N05 90B60 90B99 × Cite Format Result Cite Review PDF Full Text: DOI
Baxter, Laurence A.; Li, Linxiong Nonparametric confidence intervals for the renewal function with censored data. (English) Zbl 1255.60155 J. Nonparametric Stat. 4, No. 4, 317-326 (1995). MSC: 60K05 62G20 62N01 × Cite Format Result Cite Review PDF Full Text: DOI
Baker, Rose D. A nonparametric estimator of the renewal function. (English) Zbl 0761.62131 Comput. Oper. Res. 20, No. 2, 167-178 (1993). Reviewer: Hitoshi Abe (Matsuyama) MSC: 62N05 62-04 62G05 62P30 × Cite Format Result Cite Review PDF Full Text: DOI
Croux, Kristof; Veraverbeke, Noël Nonparametric estimators for the probability of ruin. (English) Zbl 0711.62096 Insur. Math. Econ. 9, No. 2-3, 127-130 (1990). MSC: 62P05 62G05 × Cite Format Result Cite Review PDF Full Text: DOI
Blischke, W. R. Mathematical models for analysis of warranty policies. (English) Zbl 0709.90682 Math. Comput. Modelling 13, No. 7, 1-16 (1990). MSC: 90-XX × Cite Format Result Cite Review PDF Full Text: DOI