Approximate regenerative-block bootstrap for Markov chains
DOI10.1016/J.CSDA.2007.10.014zbMATH Open1452.62031OpenAlexW2034693383MaRDI QIDQ1023604FDOQ1023604
Authors: Patrice Bertail, Stephan Clémençon 
Publication date: 12 June 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2007.10.014
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Cited In (16)
- Regeneration-based statistics for Harris recurrent Markov chains
- Bootstrap maximum likelihood for quasi-stationary distributions
- Regenerative block empirical likelihood for Markov chains
- Bootstrapping Harris recurrent Markov chains
- Regeneration-based bootstrap for Markov chains
- Regenerative block-bootstrap for Markov chains
- Renewal type bootstrap for Markov chains
- Consistency of the frequency domain bootstrap for differentiable functionals
- Contrast estimation for noisy observations of diffusion processes via closed-form density expansions
- Bootstrapping robust statistics for Markovian data applications to regenerative \(R\)-statistics and \(L\)-statistics
- Regenerative block-bootstrap confidence intervals for tail and extremal indexes
- A renewal approach to Markovian \(U\)-statistics
- Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain
- Second-order properties of regeneration-based bootstrap for atomic Markov chains
- Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains
- A block bootstrap comparison for sparse chains
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