Bootstrap in Markov-sequences based on estimates of transition density

DOI10.1007/BF00050835zbMath0714.62036MaRDI QIDQ751111

M. B. Rajarshi

Publication date: 1990

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

simulation resultsvariance estimationbootstrap estimatekernel estimates of the transition densityMarkov-sequencesmean-like statisticsvon Mises differentiable statistics

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Nonparametric statistical resampling methods (62G09)

Related Items (28)

Bootstraps for time series ⋮ Posterior consistency of Dirichlet mixtures for estimating a transition density ⋮ Bootstrapping stationary sequences by the Nadaraya-Watson regression estimator ⋮ Rejoinder -- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions ⋮ Regeneration-based bootstrap for Markov chains ⋮ A Goodness‐of‐Fit Test for Integer‐Valued Autoregressive Processes ⋮ Bootstrap prediction intervals for Markov processes ⋮ Bootstrap Methods for Time Series ⋮ Testing for the presence of jump components in jump diffusion models ⋮ Bootstrap confidence intervals for conditional density function in Markov processes ⋮ Renewal type bootstrap for Markov chains ⋮ Estimation and bootstrap for stochastically monotone Markov processes ⋮ Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain ⋮ On a nonparametric resampling scheme for Markov random fields ⋮ Texture synthesis and nonparametric resampling of random fields ⋮ Variable length Markov chains ⋮ Relevant states and memory in Markov chain bootstrapping and simulation ⋮ Financial crashes as endogenous jumps: estimation, testing and forecasting ⋮ Confidence intervals based on estimators with unknown rates of convergence ⋮ International market links and volatility transmission ⋮ The impact of bootstrap methods on time series analysis ⋮ Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations ⋮ Approximating multivariate Markov chains for bootstrapping through contiguous partitions ⋮ Bootstrap methods for dependent data: a review ⋮ Bootstrap-based ARMA order selection ⋮ Approximate regenerative-block bootstrap for Markov chains ⋮ The local bootstrap for Markov processes ⋮ On the moving block bootstrap under long range dependence

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Inference on means using the bootstrap
• On bootstrapping two-stage least-squares estimates in stationary linear models
• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
• The bootstrap: Some large sample theory and connections with robustness
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• Estimated sampling distributions: The bootstrap and competitors
• On the asymptotic accuracy of Efron's bootstrap
• Convergence of empirical processes of mixing rv's on \([0,1\)]
• Bootstrap methods: another look at the jackknife
• A general theory for jackknife variance estimation
• Approximation Theorems of Mathematical Statistics
• A NOTE ON A MARKOV BILINEAR STOCHASTIC PROCESS IN DISCRETE TIME
• On the Convergence Rate in the Central Limit Theorem for Weakly Dependent Random Variables
• Asymptotic expansions for sums of weakly dependent random vectors
• Robust Statistics

This page was built for publication: Bootstrap in Markov-sequences based on estimates of transition density