Regeneration-based bootstrap for Markov chains

DOI10.2307/3315810MaRDI QIDQ4272582zbMATH OpenOpenAlexFDO

Authors Somnath Datta, W. P. McCormick

Publication date 2 January 1994

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315810

zbMATH Keywords

asymptotic accuracybootstrap methodcyclesMarkov chainsmoment conditionsnonlattice summandsnormal approximationregeneration pointsample meansecond-order accuratesum

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)

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Cites work

• Asymptotic analysis of extremes from autoregressive negative binomial processes
• Asymptotic bootstrap validity for finite markov chains
• Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
• Bootstrap in Markov-sequences based on estimates of transition density
• Bootstrap methods: another look at the jackknife
• Bootstrapping Markov chains: Countable case
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• scientific article; zbMATH DE number 3907556 (Why is no real title available?)
• scientific article; zbMATH DE number 4104131 (Why is no real title available?)
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• On the asymptotic accuracy of Efron's bootstrap
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• Some asymptotic theory for the bootstrap
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Cited in

(23)

• Approximate regenerative-block bootstrap for Markov chains
• Bootstrapping the autocorrelation coefficient of finite Markov chains
• Relevant states and memory in Markov chain bootstrapping and simulation
• Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains
• A modified bootstrap for branching processes with immigration
• The threshold bootstrap and threshold jackknife
• Second-order properties of regeneration-based bootstrap for atomic Markov chains
• When is a Markov chain regenerative?
• Extensions of the Markov chain marginal bootstrap
• Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain
• Algorithm for calculation of joint distribution of bootstrap sample elements
• Regenerative block empirical likelihood for Markov chains
• Regeneration-based statistics for Harris recurrent Markov chains
• Asymptotic Inference for Waiting Times and Patiences in Queues with Abandonment
• Markov Chain Marginal Bootstrap
• scientific article; zbMATH DE number 774826 (Why is no real title available?)
• Markov chain Monte Carlo estimation of quantiles
• Statistical process control using level crossings
• Applicability of subsampling bootstrap methods in Markov chain Monte Carlo
• Regenerative bootstrap for -null recurrent Markov chains
• Regenerative bootstrap for Markov chains in high dimension
• Regenerative block-bootstrap for Markov chains
• Renewal type bootstrap for Markov chains

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