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On the Kaplan–Meier Estimator of Long-Range Dependent Sequences |
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| Authors: | Leonenko Nikolai N Sakhno Ludmila M |
| Institution: | (1) School of Mathematics, Cardiff University, Senghennydd Road, Cardiff, CF2 4YH, U.K.;(2) Department of Mechanics and Mathematics, Kyiv University (National), Volodymyrska 64, 252033 Kyiv, Ukraine |
| Abstract: | The limiting distributions are obtained for the Kaplan–Meier estimator of unknown distribution function of stationary time series of the form G(X j), where X j is stationary Gaussian process with long-range dependence and G(·) is non-random function. |
| Keywords: | long-range dependence censoring Kaplan– Meier estimator limiting distribution multiple Wiener– Itô integrals |
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