Renewal type bootstrap for Markov chains

DOI10.1007/BF02603005MaRDI QIDQ882927zbMATH OpenFDO

Authors Dragan Radulović

Publication date 25 May 2007

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02603005

zbMATH Keywords

BootstrapEmpirical processesMarkov chains

Mathematics Subject Classification ID

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

Recommendations

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• Regenerative block-bootstrap for Markov chains
• Bootstrap uniform central limit theorems for Harris recurrent Markov chains
• Bootstrapping Harris recurrent Markov chains
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Cites work

• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• A New Approach to the Limit Theory of Recurrent Markov Chains
• A rank statistics approach to the consistency of a general bootstrap
• A splitting technique for Harris recurrent Markov chains
• Bootstrap in Markov-sequences based on estimates of transition density
• Bootstrap methods: another look at the jackknife
• Bootstrapping \(M\)-estimators of a multiple linear regression parameter
• Bootstrapping general empirical measures
• Bootstrapping Markov chains: Countable case
• Can we bootstrap even if CLT fails?
• Convergence of stochastic processes
• Exchangeably weighted bootstraps of the general empirical process
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• Large sample confidence regions based on subsamples under minimal assumptions
• Limit theorems for cumulative processes
• Necessary conditions for the bootstrap of the mean
• On the blockwise bootstrap for empirical processes for stationary sequences
• Regeneration-based bootstrap for Markov chains
• Second-order correctness of the blockwise bootstrap for stationary observations
• SOME ASYMPTOTIC DISTRIBUTION THEORY FOR MARKOV CHAINS WITH A DENUMERABLE NUMBER OF STATES
• Some continuous Edgeworth expansions for Markov chains with applications to bootstrap
• The Berry-Esseen theorem for functionals of discrete Markov chains
• The bootstrap and Edgeworth expansion
• The bootstrap for empirical processes based on stationary observations
• The bootstrap of the mean for strong mixing sequences under minimal conditions
• The local bootstrap for Markov processes
• When does bootstrap work! Asymptotic results and simulations

Cited in

(10)

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

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