Asymptotic bootstrap validity for finite markov chains

DOI10.1080/03610929008830275zbMath0900.62450OpenAlexW1970931417MaRDI QIDQ3135284

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Publication date: 17 October 1993

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929008830275

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Markov processes: estimation; hidden Markov models (62M05) Nonparametric statistical resampling methods (62G09)

Related Items (9)

Regeneration-based bootstrap for Markov chains ⋮ Bayesian bootstrap clones for finite state markov chains ⋮ Balanced importance resampling for Markov chains ⋮ Relevant states and memory in Markov chain bootstrapping and simulation ⋮ Bootstrapping the autocorrelation coefficient of finite Markov chains ⋮ Balanced resampling for bootstrapping finite state markov chains ⋮ Bootstrapping INAR models ⋮ Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations ⋮ Bootstrap-based ARMA order selection

Cites Work

• Unnamed Item
• On bootstrapping two-stage least-squares estimates in stationary linear models
• Edgeworth correction by bootstrap in autoregressions
• Statistical Methods in Markov Chains

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