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On the asymptotic behaviour of the jackknife for stochastic processes
Published online by Cambridge University Press: 17 April 2009
Abstract
The limiting behaviour of the J∞ jackknife estimator for parameters associated with stochastic processes is shown to depend on the nature of the underlying process through the asymptotic behaviour of the estimator being jackknifed. In particular, the jackknifed versions of certain estimators associated with renewal processes are shown to have an asymptotic normal distribution.
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- Copyright © Australian Mathematical Society 1983