Abstract
Methods of estimating unknown parameters of a trend function for trend-renewal processes are investigated in the case when the renewal distribution function is unknown. If the renewal distribution is unknown, then the likelihood function of the trend-renewal process is unknown and consequently the maximum likelihood method cannot be used. In such a situation we propose three other methods of estimating the trend parameters. The methods proposed can also be used to predict future occurrence times. The performance of the estimators based on these methods is illustrated numerically for some trend-renewal processes for which the statistical inference is analytically intractable.
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