Regeneration-based bootstrap for Markov chains

DOI10.2307/3315810zbMath0780.62063OpenAlexW1967040436MaRDI QIDQ4272582

Somnath Datta, William P. McCormick

Publication date: 2 January 1994

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315810

zbMATH Keywords

bootstrap methodMarkov chainscyclesasymptotic accuracynormal approximationsample meansummoment conditionssecond-order accurateregeneration pointnonlattice summands

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Nonparametric statistical resampling methods (62G09)

Related Items

A modified bootstrap for branching processes with immigration, Regenerative block-bootstrap for Markov chains, Second-order properties of regeneration-based bootstrap for atomic Markov chains, Applicability of Subsampling Bootstrap Methods in Markov Chain Monte Carlo, Renewal type bootstrap for Markov chains, Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain, Statistical process control using level crossings, When is a Markov chain regenerative?, The threshold bootstrap and threshold jackknife, Markov chain Monte Carlo estimation of quantiles, Relevant states and memory in Markov chain bootstrapping and simulation, Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains, Asymptotic Inference for Waiting Times and Patiences in Queues with Abandonment, Approximate regenerative-block bootstrap for Markov chains, Regeneration-based statistics for Harris recurrent Markov chains

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