Importance resampling for markov chains

DOI10.1080/15326349808807512MaRDI QIDQ4221675zbMATH OpenOpenAlexFDO

Authors

Publication date 5 July 1999

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349808807512

zbMATH Keywords

block bootstrapimportance samplinginvariant distributionMarkov chainsnested bootstraptransition probabilities

Mathematics Subject Classification ID

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

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Cited in

(5)

• Balanced importance resampling for Markov chains
• Estimation in hidden Markov models via efficient importance sampling
• Balanced resampling for bootstrapping finite state markov chains
• scientific article; zbMATH DE number 854578 (Why is no real title available?)
• The importance Markov chain

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