On the Kaplan–Meier Estimator of Long-Range Dependent Sequences

Nikolai Leonenko and Ludmila Sakhno ()

Statistical Inference for Stochastic Processes, 2001, vol. 4, issue 1, 17-40

Keywords: long-range dependence; censoring; Kaplan–Meier estimator; limiting distribution; multiple Wiener–Itô integrals (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1023/A:1017546623620

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