scientific article; zbMATH DE number 774826

MaRDI QIDQ4839338zbMATH OpenFDO

Authors Cheng-Der Fuh

Publication date 17 July 1995

zbMATH Keywords

hitting timebootstrap algorithmsstationary distributiontransition probabilityergodic Markov chainapproximate confidence intervals

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Asymptotic distribution theory in statistics (62E20) Parametric tolerance and confidence regions (62F25)

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• Detecting change-points in Markov chains
• Estimating discrete Markov models from various incomplete data schemes
• Markov Chain Marginal Bootstrap
• Bootstrapping the autocorrelation coefficient of finite Markov chains
• Extensions of the Markov chain marginal bootstrap
• Balanced importance resampling for Markov chains
• Bayesian bootstrap clones for finite state markov chains

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