Bootstrap in Markov-sequences based on estimates of transition density
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- A NOTE ON A MARKOV BILINEAR STOCHASTIC PROCESS IN DISCRETE TIME
- A general theory for jackknife variance estimation
- Approximation Theorems of Mathematical Statistics
- Asymptotic expansions for sums of weakly dependent random vectors
- Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
- Bootstrap methods: another look at the jackknife
- Convergence of empirical processes of mixing rv's on \([0,1]\)
- Estimated sampling distributions: The bootstrap and competitors
- Inference on means using the bootstrap
- On bootstrapping two-stage least-squares estimates in stationary linear models
- On the Convergence Rate in the Central Limit Theorem for Weakly Dependent Random Variables
- On the asymptotic accuracy of Efron's bootstrap
- Robust Statistics
- 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
Cited in
(34)- Variable length Markov chains
- Bootstrap-based ARMA order selection
- The impact of bootstrap methods on time series analysis
- A goodness-of-fit test for integer-valued autoregressive processes
- Bootstrapping stationary sequences by the Nadaraya-Watson regression estimator
- Relevant states and memory in Markov chain bootstrapping and simulation
- Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations
- Bootstrap Methods for Markov Processes
- Algorithm for calculation of joint distribution of bootstrap sample elements
- Rejoinder -- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions
- Estimation and bootstrap for stochastically monotone Markov processes
- Regenerative bootstrap for -null recurrent Markov chains
- Regeneration-based bootstrap for Markov chains
- Renewal type bootstrap for Markov chains
- Bootstraps for time series
- Posterior consistency of Dirichlet mixtures for estimating a transition density
- Approximate regenerative-block bootstrap for Markov chains
- Finite-sample properties of the bootstrap estimator in a Markov-switching model
- Financial crashes as endogenous jumps: estimation, testing and forecasting
- Bootstrap prediction intervals for Markov processes
- Testing for the presence of jump components in jump diffusion models
- The local bootstrap for Markov processes
- Bootstrap Methods for Time Series
- Approximating multivariate Markov chains for bootstrapping through contiguous partitions
- On a nonparametric resampling scheme for Markov random fields
- Bootstrapping the autocorrelation coefficient of finite Markov chains
- Bootstrap methods for dependent data: a review
- Confidence intervals based on estimators with unknown rates of convergence
- Texture synthesis and nonparametric resampling of random fields
- Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain
- Bootstrap confidence intervals for conditional density function in Markov processes
- On general bootstrap of empirical estimator of a semi-Markov kernel with applications
- On the moving block bootstrap under long range dependence
- International market links and volatility transmission
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