Renewal type bootstrap for U-process Markov chains

MaRDI QIDQ6540487zbMATH OpenFDO

Authors Salim Bouzebda, Inass Soukarieh

Publication date 15 May 2024

Published in Markov Processes and Related Fields (Search for Journal in Brave)

zbMATH Keywords

bootstrapcentral limit theoremempirical processesMarkov chainsregenerative processes\(U\)-processesVC classes of functionsDonsker classes

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Gaussian processes (60G15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Functional limit theorems; invariance principles (60F17) Markov renewal processes, semi-Markov processes (60K15) Renewal theory (60K05)

Recommendations

• Bootstrap uniform central limit theorems for Harris recurrent Markov chains
• Renewal type bootstrap for Markov chains
• Bootstrapping Harris recurrent Markov chains
• Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain
• A renewal approach to Markovian \(U\)-statistics

Cited in

(4)

• Limit theorems for a class of processes generalizing the U -empirical process
• Asymptotic properties of conditional U -statistics using delta sequences
• Asymptotic normality for the wavelet partially linear additive model components estimation
• Empirical likelihood based confidence regions for functional of copulas

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