Renewal type bootstrap for Markov chains

DOI10.1007/BF02603005zbMath1110.62056MaRDI QIDQ882927

Dragan Radulovic

Publication date: 25 May 2007

Published in: Test (Search for Journal in Brave)

zbMATH Keywords

Markov chainsBootstrapEmpirical processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Nonparametric statistical resampling methods (62G09) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Inference from stochastic processes (62M99)

Related Items

Bootstrap uniform central limit theorems for Harris recurrent Markov chains, Second-order properties of regeneration-based bootstrap for atomic Markov chains, Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain, On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications, Asymptotic Inference for Waiting Times and Patiences in Queues with Abandonment

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