Approximating Markov Chains for Bootstrapping and Simulation
type: Item
instance of: scholarly article
title: Approximating Markov Chains for Bootstrapping and Simulation
zbMATH Open document ID: 1351.62082
DOI: 10.1007/978-3-319-13881-7_41
author: Roy Cerqueti
author: Paolo Falbo
author: Gianfranco Guastaroba
author: Cristian Pelizzari
published in: Springer Proceedings in Mathematics & Statistics
publication date: 2016-11-18T00:00:00Z
full work available at URL: CFGP Springer REVISION 28102014 Sottomesso e Accettato.pdf
Mathematics Subject Classification ID: 62F40
Mathematics Subject Classification ID: 62M02
Mathematics Subject Classification ID: 62M05
zbMATH DE Number: 6654376
zbMATH Keywords: Markov chains
zbMATH Keywords: bootstrapping
zbMATH Keywords: transition probabilities
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W390005907
cites work: Separability Criterion for Density Matrices
cites work: Second-order properties of regeneration-based bootstrap for atomic Markov chains
cites work: Sieve bootstrap for time series
cites work: Variable length Markov chains
cites work: A tabu search heuristic procedure in Markov chain bootstrapping
cites work: Relevant states and memory in Markov chain bootstrapping and simulation
cites work: Higher-order multivariate Markov chains and their applications
cites work: Bootstrap methods: another look at the jackknife
cites work: Bootstrap Methods for Markov Processes
cites work: Q3214803
cites work: Tapered block bootstrap
cites work: A MARKOVIAN LOCAL RESAMPLING SCHEME FOR NONPARAMETRIC ESTIMATORS IN TIME SERIES ANALYSIS
description: scientific article; zbMATH DE number 6654376