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

  • Nikolai N. Leonenko
  • Ludmila M. Sakhno


The limiting distributions are obtained for the Kaplan–Meier estimator of unknown distribution function of stationary time series of the form G(Xj), where Xj is stationary Gaussian process with long-range dependence and G(·) is non-random function.

long-range dependence censoring Kaplan–Meier estimator limiting distribution multiple Wiener–Itô integrals 


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Copyright information

© Kluwer Academic Publishers 2001

Authors and Affiliations

  • Nikolai N. Leonenko
    • 1
    • 2
  • Ludmila M. Sakhno
    • 2
  1. 1.School of MathematicsCardiff UniversityCardiffU.K.
  2. 2.Department of Mechanics and MathematicsKyiv University (National)KyivUkraine

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