Bootstrapping the autocorrelation coefficient of finite Markov chains (Q1200657)
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scientific article; zbMATH DE number 95633
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| English | Bootstrapping the autocorrelation coefficient of finite Markov chains |
scientific article; zbMATH DE number 95633 |
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Bootstrapping the autocorrelation coefficient of finite Markov chains (English)
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16 January 1993
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autocorrelation coefficient
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hitting time
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stationary distribution
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transition probability
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central limit theorem
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homogeneous ergodic Markov chain
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positive recurrent
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irreducible
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aperiodic
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estimator of the serial correlation
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variance-covariance matrix
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bootstrap method
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0.7763352394104004
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0.7762944102287292
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0.7681798934936523
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