scientific article; zbMATH DE number 4151662

MaRDI QIDQ3481113zbMATH OpenFDO

Authors

Publication date 1989

zbMATH Keywords

bootstrapfinite state discrete time ergodic Markov chainfirst hitting timematrix of empirical transition ratessimulationsstationary distributionunknown transition matrix

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

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