Second-order properties of regeneration-based bootstrap for atomic Markov chains

DOI10.1007/s11749-006-0004-zzbMath1119.62036OpenAlexW2048066427WikidataQ80101633 ScholiaQ80101633MaRDI QIDQ2384662

Patrice Bertail, Stéphan Clémençon

Publication date: 10 October 2007

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-006-0004-z

zbMATH Keywords

bootstrapMarkov chainsatomEdgeworth expansionregeneration

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov processes: estimation; hidden Markov models (62M05) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09)

Related Items (7)

Bootstrap uniform central limit theorems for Harris recurrent Markov chains ⋮ Edgeworth expansion for ergodic diffusions ⋮ Relevant states and memory in Markov chain bootstrapping and simulation ⋮ Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains ⋮ Asymptotic Inference for Waiting Times and Patiences in Queues with Abandonment ⋮ Approximate regenerative-block bootstrap for Markov chains ⋮ Approximating Markov Chains for Bootstrapping and Simulation

Uses Software

• Resampling Stats

Cites Work

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