Regeneration-based statistics for Harris recurrent Markov chains

DOI10.1007/0-387-36062-X_1zbMath1118.62086MaRDI QIDQ3416883

Patrice Bertail, Stéphan Clémençon

Publication date: 9 January 2007

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Statistics of extreme values; tail inference (62G32) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items

A Self-Normalized Central Limit Theorem for Markov Random Walks ⋮ Bootstrap uniform central limit theorems for Harris recurrent Markov chains ⋮ Rigorous confidence bounds for MCMC under a geometric drift condition ⋮ Extreme values statistics for Markov chains via the (pseudo-) regenerative method ⋮ Regenerative block-bootstrap confidence intervals for tail and extremal indexes ⋮ Regenerative block empirical likelihood for Markov chains

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