Renewal type bootstrap for Markov chains (Q882927): Difference between revisions

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+Bootstrapping Markov chains: Countable case
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+A New Approach to the Limit Theory of Recurrent Markov Chains
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+Q3684987
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+The Berry-Esseen theorem for functionals of discrete Markov chains
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+Q5524074
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+Regeneration-based bootstrap for Markov chains
@@ Property / cites work: Regeneration-based bootstrap for Markov chains / rank @@
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+Some continuous Edgeworth expansions for Markov chains with applications to bootstrap
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+SOME ASYMPTOTIC DISTRIBUTION THEORY FOR MARKOV CHAINS WITH A DENUMERABLE NUMBER OF STATES
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+Q3484190
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+Bootstrap methods: another look at the jackknife
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+Necessary conditions for the bootstrap of the mean
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+Bootstrapping general empirical measures
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+Limit theorems for cumulative processes
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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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+Bootstrapping \(M\)-estimators of a multiple linear regression parameter
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+When does bootstrap work! Asymptotic results and simulations
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+A rank statistics approach to the consistency of a general bootstrap
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+Q4838527
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+A splitting technique for Harris recurrent Markov chains
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+The local bootstrap for Markov processes
@@ Property / cites work: The local bootstrap for Markov processes / rank @@
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+On the blockwise bootstrap for empirical processes for stationary sequences
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+Large sample confidence regions based on subsamples under minimal assumptions
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+Convergence of stochastic processes
@@ Property / cites work: Convergence of stochastic processes / rank @@
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+Exchangeably weighted bootstraps of the general empirical process
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+The bootstrap for empirical processes based on stationary observations
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+The bootstrap of the mean for strong mixing sequences under minimal conditions
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+Can we bootstrap even if CLT fails?
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+Bootstrap in Markov-sequences based on estimates of transition density
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+A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
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