Bootstrap Methods for Markov Processes
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Publication:5472977
DOI10.1111/1468-0262.00439zbMath1154.62361OpenAlexW2029707941MaRDI QIDQ5472977
Publication date: 19 June 2006
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1468-0262.00439
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Nonparametric statistical resampling methods (62G09)
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