Bootstrapping Markov chains: Countable case

DOI10.1016/0378-3758(92)90002-AMaRDI QIDQ1205467zbMATH OpenFDO

Authors K. B. Athreya, Cheng-Der Fuh

Publication date 1 April 1993

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(92)90002-A

zbMATH Keywords

bootstrap methodscentral limit theoremcountably infinite state spacedouble array of Markov chainshitting time distributionirreducible, aperiodic and positive recurrent Markov chainmaximum likelihood estimatestationary probabilitytransition probability matrixweak law

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09) Markov processes: estimation; hidden Markov models (62M05)

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Cites work

• Bootstrap methods: another look at the jackknife
• Bootstrap of the mean in the infinite variance case
• Bootstrapping general empirical measures
• scientific article; zbMATH DE number 4151662 (Why is no real title available?)
• On the asymptotic accuracy of Efron's bootstrap
• On the range of recurrent Markov chains
• On the range of recurrent Markov chains
• SOME ASYMPTOTIC DISTRIBUTION THEORY FOR MARKOV CHAINS WITH A DENUMERABLE NUMBER OF STATES
• Some asymptotic theory for the bootstrap
• Strong law for the bootstrap
• The Lindeberg-Levy Theorem for Martingales

Cited in

(31)

• Approximate regenerative-block bootstrap for Markov chains
• Bootstrapping the autocorrelation coefficient of finite Markov chains
• Countable state Markov process bootstrap
• On the moving block bootstrap under long range dependence
• Relevant states and memory in Markov chain bootstrapping and simulation
• The threshold bootstrap and threshold jackknife
• Balanced importance resampling for Markov chains
• Local stationarity and time-inhomogeneous Markov chains
• Second-order properties of regeneration-based bootstrap for atomic Markov chains
• Approximating multivariate Markov chains for bootstrapping through contiguous partitions
• Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain
• On mixture periodic vector autoregressive models
• Bootstrap uniform central limit theorems for Harris recurrent Markov chains
• Regeneration-based statistics for Harris recurrent Markov chains
• scientific article; zbMATH DE number 4151662 (Why is no real title available?)
• A block bootstrap comparison for sparse chains
• Asymptotic Inference for Waiting Times and Patiences in Queues with Abandonment
• Regeneration-based bootstrap for Markov chains
• Balanced resampling for bootstrapping finite state markov chains
• Confidence intervals for the Shapley-Shubik power index in Markovian games
• scientific article; zbMATH DE number 854576 (Why is no real title available?)
• scientific article; zbMATH DE number 854578 (Why is no real title available?)
• A simple nonparametric method to estimate the expected time to cross a threshold
• Conditional parametric bootstrap in GLARMA models
• Regenerative bootstrap for -null recurrent Markov chains
• Bootstrap and Bayesian bootstrap clones for censored Markov chains
• Regenerative bootstrap for Markov chains in high dimension
• Bootstrap methods for dependent data: a review
• Second order optimality of stationary bootstrap
• Regenerative block-bootstrap for Markov chains
• Renewal type bootstrap for Markov chains

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