Bootstrapping Harris recurrent Markov chains

DOI10.1007/978-3-319-96941-1_25MaRDI QIDQ2417456zbMATH OpenOpenAlexFDO

Authors Gabriela Ciołek

Publication date 12 June 2019

Full work available at URL https://doi.org/10.1007/978-3-319-96941-1_25

Mathematics Subject Classification ID

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

Recommendations

• Bootstrap uniform central limit theorems for Harris recurrent Markov chains
• Regeneration-based statistics for Harris recurrent Markov chains
• Approximate regenerative-block bootstrap for Markov chains
• Regenerative block-bootstrap for Markov chains
• Renewal type bootstrap for Markov chains

Cited in

(8)

• Regeneration-based statistics for Harris recurrent Markov chains
• Bootstrap uniform central limit theorems for Harris recurrent Markov chains
• Renewal type bootstrap for Markov chains
• Approximate regenerative-block bootstrap for Markov chains
• How often does a Harris recurrent Markov chain recur?
• Bootstrapping robust statistics for Markovian data applications to regenerative \(R\)-statistics and \(L\)-statistics
• Wide-sense regeneration for Harris recurrent Markov processes: an open problem
• Renewal type bootstrap for \(U\)-process Markov chains

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