Countable state Markov process bootstrap

DOI10.1016/S0378-3758(98)00114-1MaRDI QIDQ1298882zbMATH OpenOpenAlexFDO

Authors V. Pereyra

Publication date 11 January 2000

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

Full work available at URL https://doi.org/10.1016/s0378-3758(98)00114-1

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4151662 (Why is no real title available?)
• scientific article; zbMATH DE number 3493681 (Why is no real title available?)
• scientific article; zbMATH DE number 729460 (Why is no real title available?)
• scientific article; zbMATH DE number 854576 (Why is no real title available?)
• scientific article; zbMATH DE number 854578 (Why is no real title available?)
• Bootstrapping Markov chains: Countable case
• Bootstrapping the autocorrelation coefficient of finite Markov chains
• The bootstrap and Edgeworth expansion

Cited in

(4)

• scientific article; zbMATH DE number 4151662 (Why is no real title available?)
• scientific article; zbMATH DE number 774826 (Why is no real title available?)
• Relevant states and memory in Markov chain bootstrapping and simulation
• Bootstrapping Markov chains: Countable case

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