Some continuous Edgeworth expansions for Markov chains with applications to bootstrap

DOI10.1006/JMVA.1995.1005MaRDI QIDQ1343348zbMATH OpenOpenAlexFDO

Authors Somnath Datta, W. P. McCormick

Publication date 2 February 1995

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1995.1005

zbMATH Keywords

asymptotic accuracybootstrap approximationcontinuous expansionsergodic Markov chainfirst order Edgeworth expansionsgeneral state spacenormal approximationsecond order correctnesstransition probability

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09) Markov processes: estimation; hidden Markov models (62M05)

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• Parametric first-order Edgeworth expansion for Markov additive functionals. Application to \(M\)-estimations
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• Bootstrap Methods for Time Series
• A Berry-Esseen theorem and Edgeworth expansions for uniformly elliptic inhomogeneous Markov chains
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