La. Baxter et Lx. Li, NONPARAMETRIC CONFIDENCE-INTERVALS FOR THE RENEWAL FUNCTION AND THE POINT AVAILABILITY, Scandinavian journal of statistics, 21(3), 1994, pp. 277-287
A large sample non-parametric method for constructing confidence inter
vals for the renewal function and the point availability is investigat
ed. The method is based on a linearization and on the fact that the em
pirical distribution function converges weakly to a Gaussian process a
s the sample size increases. The technique is illustrated by the analy
sis of some hitherto unpublished data.