Estimation and bootstrap for stochastically monotone Markov processes

DOI10.1007/S00184-023-00903-7MaRDI QIDQ6177661zbMATH OpenOpenAlexFDO

Authors Michael H. Neumann

Publication date 17 January 2024

Published in Metrika (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s00184-023-00903-7

zbMATH Keywords

autoregressive processbootstrapINARinteger-valued ARCHMarkov chainstochastic order

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Discrete-time Markov processes on general state spaces (60J05) Nonparametric statistical resampling methods (62G09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

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• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• scientific article; zbMATH DE number 193111 (Why is no real title available?)
• Introduction to strong mixing conditions. Vol. 1.
• Isotonic regression in multi-dimensional spaces and graphs
• Maximum Likelihood Estimates of Monotone Parameters
• Mixing: Properties and examples
• Monotone least squares and isotonic quantiles
• Random quadratic forms and the bootstrap for \(U\)-statistics
• Some asymptotic theory for the bootstrap
• The local bootstrap for Markov processes

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