Asymptotic bootstrap validity for finite markov chains

DOI10.1080/03610929008830275MaRDI QIDQ3135284zbMATH OpenOpenAlexFDO

Authors

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

Cites work

• Edgeworth correction by bootstrap in autoregressions
• scientific article; zbMATH DE number 3701980 (Why is no real title available?)
• On bootstrapping two-stage least-squares estimates in stationary linear models
• Statistical Methods in Markov Chains

Cited in

(9)

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

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