Intuitive approximations for the renewal function
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DOI: 10.1016/j.spl.2013.09.030
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References listed on IDEAS
- Ney, Peter, 1981. "A refinement of the coupling method in renewal theory," Stochastic Processes and their Applications, Elsevier, vol. 11(1), pages 11-26, March.
- Omey, E. & Willekens, E., 1986. "Second order behaviour of the tail of a subordinated probability distribution," Stochastic Processes and their Applications, Elsevier, vol. 21(2), pages 339-353, February.
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Cited by:
- Slavtchova-Bojkova, Maroussia & Trayanov, Plamen & Dimitrov, Stoyan, 2017. "Branching processes in continuous time as models of mutations: Computational approaches and algorithms," Computational Statistics & Data Analysis, Elsevier, vol. 113(C), pages 111-124.
- Omey, Edward & Van Gulck, Stefan, 2015. "Intuitive approximations in discrete renewal theory, Part 1: Regularly varying case," Statistics & Probability Letters, Elsevier, vol. 104(C), pages 68-74.
- Dermitzakis, Vaios & Politis, Konstadinos, 2022. "Monotonicity properties for solutions of renewal equations," Statistics & Probability Letters, Elsevier, vol. 180(C).
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Keywords
Renewal function; Approximations; Regular variation; The class gamma;All these keywords.
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