Regenerative block-bootstrap for Markov chains (Q850767): Difference between revisions

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+Bootstrapping Markov chains: Countable case
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+Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains
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+Some asymptotic theory for the bootstrap
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+The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains
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+Adaptive estimation of the transition density of a regular Markov chain
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+Moment and probability inequalities for sums of bounded additive functionals of regular Markov chains via the Nummelin splitting technique
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+Regeneration-based bootstrap for Markov chains
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+Bootstrap methods: another look at the jackknife
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+Bootstrap of kernel smoothing in nonlinear time series
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+Second-order correctness of the blockwise bootstrap for stationary observations
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+The bootstrap and Edgeworth expansion
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+A mixture representation of \(\pi\) with applications in Markov chain Monte Carlo and perfect sampling.
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+Bootstrap Methods for Markov Processes
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+Resampling methods for dependent data
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+Limit Theorems for Harris Markov Chains, I
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+Limit Theorems for Harris Markov Chains, II
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+Markov chains and stochastic stability
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+A splitting technique for Harris recurrent Markov chains
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+Quantitative bounds for convergence rates of continuous time Markov processes
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