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

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  • Nikolai Leonenko
  • Ludmila Sakhno

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  • Nikolai Leonenko & Ludmila Sakhno, 2001. "On the Kaplan–Meier Estimator of Long-Range Dependent Sequences," Statistical Inference for Stochastic Processes, Springer, vol. 4(1), pages 17-40, January.
    • Handle: RePEc:spr:sistpr:v:4:y:2001:i:1:p:17-40
    DOI: 10.1023/A:1017546623620
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    References listed on IDEAS

    as
    1. Cai, Zongwu & Roussas, George G., 1998. "Kaplan-Meier Estimator under Association," Journal of Multivariate Analysis, Elsevier, vol. 67(2), pages 318-348, November.
    2. Robinson, P. M., 1991. "Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression," Journal of Econometrics, Elsevier, vol. 47(1), pages 67-84, January.
    3. Fox, Robert & Taqqu, Murad S., 1987. "Multiple stochastic integrals with dependent integrators," Journal of Multivariate Analysis, Elsevier, vol. 21(1), pages 105-127, February.
    4. Baillie, Richard T. & Bollerslev, Tim & Mikkelsen, Hans Ole, 1996. "Fractionally integrated generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 74(1), pages 3-30, September.
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    Cited by:

    1. Taufer, Emanuele, 2015. "On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications," Statistics & Probability Letters, Elsevier, vol. 106(C), pages 262-271.

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