Balanced resampling for bootstrapping finite state markov chains

DOI10.1080/03610919708813450MaRDI QIDQ4387629zbMATH OpenOpenAlexFDO

Authors

Publication date 13 May 1998

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919708813450

zbMATH Keywords

bootstrapMarkov chainstationary distributiontransition probabilitybalanced resamplinguniform resampling

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Parametric tolerance and confidence regions (62F25) Nonparametric statistical resampling methods (62G09)

Recommendations

• Balanced importance resampling for Markov chains
• Balanced importance resampling for the bootstrap
• Importance resampling for markov chains
• scientific article; zbMATH DE number 854578

Cites work

• Asymptotic bootstrap validity for finite markov chains
• Asymptotic normality and efficiency for certain goodness-of-fit tests
• Bootstrap methods: another look at the jackknife
• Bootstrapping Markov chains: Countable case
• Efficient Bootstrap Simulation
• Performance of balanced bootstrap resampling in distribution function and quantile problems
• The jackknife and the bootstrap for general stationary observations
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence

Cited in

(3)

• Fast approximately balanced bootstrap without construction
• Balanced importance resampling for Markov chains
• Balanced bootstrap resampling method for neural model selection

This page was built for publication: Balanced resampling for bootstrapping finite state markov chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4387629)