Regenerative block-bootstrap for Markov chains

DOI10.3150/bj/1155735932zbMath1125.62037OpenAlexW1982965763MaRDI QIDQ850767

Patrice Bertail, Stéphan Clémençon

Publication date: 6 November 2006

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1155735932

zbMATH Keywords

regenerative processEdgeworth expansionNummelin splitting techniqueapproximate regenerative moving block bootstrapARBB

Mathematics Subject Classification ID

Related Items (24)

The Number of MCMC Draws Needed to Compute Bayesian Credible Bounds ⋮ Bootstrap uniform central limit theorems for Harris recurrent Markov chains ⋮ Applicability of Subsampling Bootstrap Methods in Markov Chain Monte Carlo ⋮ Quasi-likelihood estimation of a threshold diffusion process ⋮ Extreme values statistics for Markov chains via the (pseudo-) regenerative method ⋮ Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain ⋮ Statistical learning based on Markovian data maximal deviation inequalities and learning rates ⋮ Regenerative block-bootstrap confidence intervals for tail and extremal indexes ⋮ When is a Markov chain regenerative? ⋮ Consistency of the frequency domain bootstrap for differentiable functionals ⋮ Markov chain Monte Carlo estimation of quantiles ⋮ Edgeworth expansion for ergodic diffusions ⋮ Relevant states and memory in Markov chain bootstrapping and simulation ⋮ Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains ⋮ A renewal approach to Markovian \(U\)-statistics ⋮ Asymptotic Inference for Waiting Times and Patiences in Queues with Abandonment ⋮ General Bernstein-like inequality for additive functionals of Markov chains ⋮ Approximate regenerative-block bootstrap for Markov chains ⋮ Regenerative block empirical likelihood for Markov chains ⋮ Nearest neighbor conditional estimation for Harris recurrent Markov chains ⋮ Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings ⋮ Regeneration-based statistics for Harris recurrent Markov chains ⋮ Recent Developments in Bootstrap Methods for Dependent Data ⋮ Bootstrapping Robust Statistics for Markovian Data Applications to Regenerative R‐Statistics and L‐Statistics

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