Intuitive approximations in discrete renewal theory, Part 1: Regularly varying case

被引：1

作者：

Omey, Edward ^{[1
]}

Van Gulck, Stefan ^{[1
]}

机构：

[1] Katholieke Univ Leuven, Fac Econ & Business, B-1000 Brussels, Belgium

来源：

STATISTICS & PROBABILITY LETTERS | 2015年 / 104卷

关键词：

Renewal sequence; Regular variation; Approximations;

D O I：

10.1016/j.spl.2015.05.002

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

It is usually impossible to find explicit expressions for the renewal sequence. This paper presents a simple method to approximate the renewal sequence, which covers many of the known approximations. The paper uses the ideas of Mitov and Omey (2014). (C) 2015 Elsevier B.V. All rights reserved.

引用

页码：68 / 74

页数：7

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