  We derive process limit distribution results for the Nelson-Aalen estimator
of a hasard function and for the Kaplan-Meier estimator of a distribution
function, under different dependence assumptions. The data are assumed to be
right censored observations of a stationary time series. We treat weakly
dependent as well as long range dependent data, and allow for qualitative
differences in the dependence for the censoring times versus the time of
interest
