Regenerative block empirical likelihood for Markov chains
From MaRDI portal
Publication:3106423
DOI10.1080/10485252.2011.565340zbMath1230.62033arXiv1102.3107OpenAlexW2168904425MaRDI QIDQ3106423
Publication date: 21 December 2011
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1102.3107
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)
Related Items
The Number of MCMC Draws Needed to Compute Bayesian Credible Bounds ⋮ A review of empirical likelihood methods for time series ⋮ Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process
Cites Work
- Unnamed Item
- Unnamed Item
- Empirical likelihood methods with weakly dependent processes
- On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood
- Empirical likelihood ratio confidence regions
- Regenerative block-bootstrap for Markov chains
- Exponential bounds for multivariate self-normalized sums
- A tail inequality for suprema of unbounded empirical processes with applications to Markov chains
- Generalized method of moments specification testing
- A predictive view of continuous time processes
- Empirical likelihood and general estimating equations
- Second-order correctness of the blockwise bootstrap for stationary observations
- Resampling methods for dependent data
- Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains
- The jackknife and the bootstrap for general stationary observations
- Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure
- Non-linear time series and Markov chains
- GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION
- Regeneration-based statistics for Harris recurrent Markov chains
- Markov Chains and Stochastic Stability
- Empirical likelihood ratio confidence intervals for a single functional
- [https://portal.mardi4nfdi.de/wiki/Publication:3933699 The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains]
- A splitting technique for Harris recurrent Markov chains
- Data Tilting for Time Series
- Applied Probability and Queues
- On blocking rules for the bootstrap with dependent data
- Generalized empirical likelihood methods for analyzing longitudinal data
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
- Blockwise empirical Euclidean likelihood for weakly dependent processes