On general bootstrap of empirical estimator of a semi-Markov kernel with applications
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Publication:391516
DOI10.1016/j.jmva.2012.11.008zbMath1281.62111MaRDI QIDQ391516
Salim Bouzebda, Nikolaos Limnios
Publication date: 10 January 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2012.11.008
confidence intervals; invariance principle; semi-Markov processes; change point problem; exchangeable bootstrap
62G20: Asymptotic properties of nonparametric inference
62G30: Order statistics; empirical distribution functions
62G32: Statistics of extreme values; tail inference
62M05: Markov processes: estimation; hidden Markov models
62G09: Nonparametric statistical resampling methods
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