On general bootstrap of empirical estimator of a semi-Markov kernel with applications

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

zbMATH Keywords

confidence intervals; invariance principle; semi-Markov processes; change point problem; exchangeable bootstrap

Mathematics Subject Classification ID

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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