Regeneration-based statistics for Harris recurrent Markov chains

DOI10.1007/0-387-36062-X_1zbMATH Open1118.62086MaRDI QIDQ3416883FDOQ3416883

Authors: Patrice Bertail, Stephan Clémençon 

Publication date: 9 January 2007

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

Recommendations

• Approximate regenerative-block bootstrap for Markov chains
• A renewal approach to Markovian \(U\)-statistics
• Regenerative block-bootstrap for Markov chains
• Bootstrapping Harris recurrent Markov chains
• Regeneration-based bootstrap for Markov chains

Mathematics Subject Classification ID

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

Cites Work

• Mixing: Properties and examples
• Sieve bootstrap for time series
• The jackknife and the bootstrap for general stationary observations
• Title not available (Why is that?)
• Resampling methods for dependent data
• Bootstrap of kernel smoothing in nonlinear time series
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Class of Statistics with Asymptotically Normal Distribution
• The bootstrap and Edgeworth expansion
• Influence functionals for time series (with discussion)
• Extremal theory for stochastic processes
• General notions of statistical depth function.
• Markov chains and stochastic stability
• Heavy tail modeling and teletraffic data. (With discussions and rejoinder)
• Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications
• Large sample confidence regions based on subsamples under minimal assumptions
• Approximation theorems of mathematical statistics
• General Irreducible Markov Chains and Non-Negative Operators
• The impact of bootstrap methods on time series analysis
• Implicit renewal theory and tails of solutions of random equations
• Approximation dans les espaces m�triques et th�orie de l'estimation
• Title not available (Why is that?)
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• Regenerative stochastic processes
• Title not available (Why is that?)
• Infinitesimal robustness for autoregressive processes
• A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation
• Nonparametric estimation in null recurrent time series.
• Title not available (Why is that?)
• Title not available (Why is that?)
• Edgeworth corrected pivotal statistics and the bootstrap
• Extreme value theory for queues via cycle maxima
• Second-order correctness of the blockwise bootstrap for stationary observations
• Statistical inference in science
• Heavy-traffic extreme-value limits for queues
• Asymptotic expansions for sums of weakly dependent random vectors
• Title not available (Why is that?)
• Bootstraps for time series
• Inference for semiparametric models: Some questions and an answer. (With comments)
• Adaptive estimation of the transition density of a regular Markov chain
• Bootstrapping Markov chains: Countable case
• The local bootstrap for Markov processes
• The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains
• A splitting technique for Harris recurrent Markov chains
• Contributions to Doeblin's theory of Markov processes
• Inverting an Edgeworth expansion
• Regenerative block-bootstrap for Markov chains
• Storage processes with general release rule and additive inputs
• The Stationary Distribution and First Exit Probabilities of a Storage Process with General Release Rule
• Work-modulated queues with applications to storage processes
• Title not available (Why is that?)
• Consistency of Hill's estimator for dependent data
• Maxima and exceedances of stationary Markov chains
• A New Approach to the Limit Theory of Recurrent Markov Chains
• Nonparametric estimation in Markov processes
• Quantitative bounds for convergence rates of continuous time Markov processes
• Estimation de la transition de probabilité d'une chaîne de Markov Doeblin-recurrente. Étude du cas du processus autoregressif général d'ordre 1
• Kernel estimation for real-valued Markov chains
• Title not available (Why is that?)
• Resampling a coverage pattern
• Non-linear time series and Markov chains
• On the Edgeworth expansion and the bootstrap approximation for a Studentized U-statistic
• Consistency of the Takens estimator for the correlation dimension
• Regeneration-based bootstrap for Markov chains
• Practical drift conditions for subgeometric rates of convergence.
• Moment and probability inequalities for sums of bounded additive functionals of regular Markov chains via the Nummelin splitting technique
• Almost sure convergence of the Hill estimator
• Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains
• Estimating tail probabilities in queues via extremal statistics
• Limit Theorems for Harris Markov Chains, I
• The Berry-Esseen theorem for functionals of discrete Markov chains
• Limit Theorems for Harris Markov Chains, II
• Recursive estimation of the transition distribution function of a Markov process: Asymptotic normality
• Improved estimators for constrained Markov chain models
• Second-order properties of an extrapolated bootstrap without replacement under weak assumptions
• Approximate regenerative-block bootstrap for Markov chains
• Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases
• The order of the normal approximation for a Studentized U-statistic
• Title not available (Why is that?)

Cited In (13)

• Regenerative block empirical likelihood for Markov chains
• Bootstrapping Harris recurrent Markov chains
• Bootstrap uniform central limit theorems for Harris recurrent Markov chains
• Regenerative block-bootstrap for Markov chains
• Approximate regenerative-block bootstrap for Markov chains
• Extreme values statistics for Markov chains via the (pseudo-) regenerative method
• Estimation in nonlinear regression with Harris recurrent Markov chains
• Bootstrapping robust statistics for Markovian data applications to regenerative \(R\)-statistics and \(L\)-statistics
• Regenerative block-bootstrap confidence intervals for tail and extremal indexes
• Second-order properties of regeneration-based bootstrap for atomic Markov chains
• Wide-sense regeneration for Harris recurrent Markov processes: an open problem
• Rigorous confidence bounds for MCMC under a geometric drift condition
• A self-normalized central limit theorem for Markov random walks

This page was built for publication: Regeneration-based statistics for Harris recurrent Markov chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3416883)