Far East Journal of Theoretical Statistics
Volume 24, Issue 1, Pages 49 - 59
(January 2008)
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EMPIRICAL DISTRIBUTION OF SURVIVAL FUNCTION FOR STRONG AND UNIFORMLY
MIXING STOCHASTIC PROCESS
M. Afshari (Iran)
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be an R-valued
stochastic process with a common probability density function
distribution function
and survival function
We suppose that the process is
strongly mixing and the empirical survival function
based on
is proposed as an estimator for
Strong consistency and pointwise as
well as uniform asymptotic normality of
are discussed.