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)

zbMATH Keywords

Markov chainsBootstrapEmpirical processes

Mathematics Subject Classification ID

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

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• Regenerative block-bootstrap for Markov chains
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Cites work

• scientific article; zbMATH DE number 4155679 (Why is no real title available?)
• scientific article; zbMATH DE number 3907556 (Why is no real title available?)
• scientific article; zbMATH DE number 772918 (Why is no real title available?)
• scientific article; zbMATH DE number 3236503 (Why is no real title available?)
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
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• A splitting technique for Harris recurrent Markov chains
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• Bootstrap methods: another look at the jackknife
• Bootstrapping Markov chains: Countable case
• Bootstrapping \(M\)-estimators of a multiple linear regression parameter
• Bootstrapping general empirical measures
• Can we bootstrap even if CLT fails?
• Convergence of stochastic processes
• Exchangeably weighted bootstraps of the general empirical process
• Large sample confidence regions based on subsamples under minimal assumptions
• Limit theorems for cumulative processes
• Necessary conditions for the bootstrap of the mean
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• SOME ASYMPTOTIC DISTRIBUTION THEORY FOR MARKOV CHAINS WITH A DENUMERABLE NUMBER OF STATES
• Second-order correctness of the blockwise bootstrap for stationary observations
• 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

(9)

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

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