Bootstrapping the autocorrelation coefficient of finite Markov chains (Q1200657): Difference between revisions

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Latest revision as of 20:32, 29 July 2024

scientific article
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English
Bootstrapping the autocorrelation coefficient of finite Markov chains
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    Statements

    Bootstrapping the autocorrelation coefficient of finite Markov chains (English)
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    16 January 1993
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    autocorrelation coefficient
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    hitting time
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    stationary distribution
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    transition probability
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    central limit theorem
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    homogeneous ergodic Markov chain
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    positive recurrent
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    irreducible
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    aperiodic
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    estimator of the serial correlation
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    variance-covariance matrix
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    bootstrap method
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    Identifiers