Sieve Bootstrap With Variable-Length Markov Chains for Stationary Categorical Time Series

DOI10.1198/016214502760046998zbMath1073.62551OpenAlexW1988646649WikidataQ105584223 ScholiaQ105584223MaRDI QIDQ4468398

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Publication date: 10 June 2004

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214502760046998

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05) Nonparametric statistical resampling methods (62G09)

Related Items (9)

Bootstraps for time series ⋮ Dealing with the biased effects issue when handling huge datasets: the case of INVALSI data ⋮ Relevant states and memory in Markov chain bootstrapping and simulation ⋮ Recent developments in bootstrap methodology ⋮ Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations ⋮ Wavelet-Based Bootstrap for Time Series Analysis ⋮ Estimation of General Stationary Processes by Variable Length Markov Chains ⋮ Properties of the neural network sieve bootstrap ⋮ On the accuracy of bootstrapping sample quantiles of strongly mixing sequences

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