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Renewal type bootstrap for Markov chains

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  • Dragan Radulović

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  • Dragan Radulović, 2004. "Renewal type bootstrap for Markov chains," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 13(1), pages 147-192, June.
    • Handle: RePEc:spr:testjl:v:13:y:2004:i:1:p:147-192
    DOI: 10.1007/BF02603005
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    References listed on IDEAS

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    1. Datta, S. & Mccormick, W. P., 1995. "Some Continuous Edgeworth Expansions for Markov Chains with Applications to Bootstrap," Journal of Multivariate Analysis, Elsevier, vol. 52(1), pages 83-106, January.
    2. Radulovic, Dragan, 1996. "The bootstrap for empirical processes based on stationary observations," Stochastic Processes and their Applications, Elsevier, vol. 65(2), pages 259-279, December.
    3. Glynn, Peter W. & Whitt, Ward, 1993. "Limit theorems for cumulative processes," Stochastic Processes and their Applications, Elsevier, vol. 47(2), pages 299-314, September.
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    Cited by:

    1. Salim Bouzebda & Chrysanthi Papamichail & Nikolaos Limnios, 2018. "On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 30(1), pages 49-86, January.
    2. Soukarieh, Inass & Bouzebda, Salim, 2023. "Renewal type bootstrap for increasing degree U-process of a Markov chain," Journal of Multivariate Analysis, Elsevier, vol. 195(C).
    3. Dragan Radulović, 2009. "Another look at the disjoint blocks bootstrap," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 18(1), pages 195-212, May.
    4. Inass Soukarieh & Salim Bouzebda, 2022. "Exchangeably Weighted Bootstraps of General Markov U -Process," Mathematics, MDPI, vol. 10(20), pages 1-42, October.

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    More about this item

    Keywords

    Markov chains; Bootstrap; Empirical processes; 62F03; 62A05;
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