Regenerative block empirical likelihood for Markov chains (Q3106423): Difference between revisions

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+A tail inequality for suprema of unbounded empirical processes with applications to Markov chains
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+On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood
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+Applied Probability and Queues
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+Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains
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+Regeneration-based statistics for Harris recurrent Markov chains
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+Regenerative block-bootstrap for Markov chains
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+Exponential bounds for multivariate self-normalized sums
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+The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains
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+Second-order correctness of the blockwise bootstrap for stationary observations
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+GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION
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+On blocking rules for the bootstrap with dependent data
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+Data Tilting for Time Series
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+Q2774021
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+Empirical likelihood methods with weakly dependent processes
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+Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
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+A predictive view of continuous time processes
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+The jackknife and the bootstrap for general stationary observations
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+Resampling methods for dependent data
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+Blockwise empirical Euclidean likelihood for weakly dependent processes
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+Markov Chains and Stochastic Stability
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+Generalized method of moments specification testing
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+Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
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+A splitting technique for Harris recurrent Markov chains
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+Empirical likelihood ratio confidence intervals for a single functional
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+Empirical likelihood ratio confidence regions
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+Empirical likelihood and general estimating equations
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+Q3326564
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+Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure
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+Non-linear time series and Markov chains
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+Generalized empirical likelihood methods for analyzing longitudinal data
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