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Plug-in estimators for the mean value and variance functions in delayed renewal processes

Author

Listed:
  • Mustafa Hilmi Pekalp
  • Ömer Altındağ
  • Özgür Acar
  • Halil Aydoğdu

Abstract

In this paper, we deal with the problem of estimating the delayed renewal and variance functions in delayed renewal processes. Two parametric plug-in estimators for these functions are proposed and their unbiasedness, asymptotic unbiasedness and consistency properties are investigated. The asymptotic normality of these estimators are established. Further, a method for the computation of the estimators is given. Finally, the performances of the estimators are evaluated for small sample sizes by a simulation study.

Suggested Citation

  • Mustafa Hilmi Pekalp & Ömer Altındağ & Özgür Acar & Halil Aydoğdu, 2020. "Plug-in estimators for the mean value and variance functions in delayed renewal processes," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 49(19), pages 4693-4711, October.
    • Handle: RePEc:taf:lstaxx:v:49:y:2020:i:19:p:4693-4711
    DOI: 10.1080/03610926.2019.1604965
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    Cited by:

    1. Stathis Chadjiconstantinidis, 2024. "Two-sided Bounds for some Quantities in the Delayed Renewal Process," Methodology and Computing in Applied Probability, Springer, vol. 26(3), pages 1-48, September.

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