The local bootstrap for Markov processes

DOI10.1016/S0378-3758(02)00315-4MaRDI QIDQ1866238zbMATH OpenOpenAlexFDO

Authors Efstathios Paparoditis, Dimitris Politis

Publication date 3 April 2003

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(02)00315-4

zbMATH Keywords

nonlinear time seriesresamplinglinear statisticstime reversibilityMarkov dependencelocal bootstrap

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)

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Cited in

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• The impact of bootstrap methods on time series analysis
• Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach
• Regeneration-based statistics for Harris recurrent Markov chains
• Another look at the disjoint blocks bootstrap
• On a local uniform bootstrap validity
• Bootstrap maximum likelihood for quasi-stationary distributions
• Bootstrapping locally stationary processes
• Parallel bootstrap and optimal subsample lengths in smooth function models
• Relevant states and memory in Markov chain bootstrapping and simulation
• Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations
• Testing for the Markov property in time series
• Bootstrap Methods for Markov Processes
• A MARKOVIAN LOCAL RESAMPLING SCHEME FOR NONPARAMETRIC ESTIMATORS IN TIME SERIES ANALYSIS
• Rejoinder -- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions
• Bootstrap order selection for SETAR models
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