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

Mustafa Hilmi Pekalp, Ömer Altındağ, Özgür Acar and Halil Aydoğdu

Communications in Statistics - Theory and Methods, 2020, vol. 49, issue 19, 4693-4711

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.

Date: 2020
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DOI: 10.1080/03610926.2019.1604965

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