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Bootstrapping Markov chains: Countable case - MaRDI portal

Bootstrapping Markov chains: Countable case (Q1205467)

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scientific article; zbMATH DE number 147346
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English
Bootstrapping Markov chains: Countable case
scientific article; zbMATH DE number 147346

    Statements

    Bootstrapping Markov chains: Countable case (English)
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    1 April 1993
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    irreducible, aperiodic and positive recurrent Markov chain
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    countably infinite state space
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    transition probability matrix
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    maximum likelihood estimate
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    double array of Markov chains
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    weak law
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    central limit theorem
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    stationary probability
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    hitting time distribution
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    bootstrap methods
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