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Regenerative block empirical likelihood for Markov chains (Q3106423)

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Language	Label	Description	Also known as
English	Regenerative block empirical likelihood for Markov chains	scientific article

Statements

scholarly article

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Regenerative block empirical likelihood for Markov chains (English)

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Hugo Harari-Kermadec

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Journal of Nonparametric Statistics

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publication date

21 December 2011

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full work available at URL

https://arxiv.org/abs/1102.3107

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zbMATH Keywords

Nummelin splitting technique

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time series

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empirical likelihood

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MaRDI profile type

MaRDI publication profile

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A tail inequality for suprema of unbounded empirical processes with applications to Markov chains

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On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood

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Applied Probability and Queues

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Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains

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Regeneration-based statistics for Harris recurrent Markov chains

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Regenerative block-bootstrap for Markov chains

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Exponential bounds for multivariate self-normalized sums

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The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains

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Second-order correctness of the blockwise bootstrap for stationary observations

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GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION

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On blocking rules for the bootstrap with dependent data

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Data Tilting for Time Series

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Empirical likelihood methods with weakly dependent processes

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Empirical Likelihood-Based Inference in Conditional Moment Restriction Models

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A predictive view of continuous time processes

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The jackknife and the bootstrap for general stationary observations

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Resampling methods for dependent data

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Blockwise empirical Euclidean likelihood for weakly dependent processes

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Markov Chains and Stochastic Stability

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Generalized method of moments specification testing

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Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators

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A splitting technique for Harris recurrent Markov chains

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Empirical likelihood ratio confidence intervals for a single functional

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Empirical likelihood ratio confidence regions

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Empirical likelihood and general estimating equations

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Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure

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Non-linear time series and Markov chains

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Generalized empirical likelihood methods for analyzing longitudinal data

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Identifiers

zbMATH Open document ID

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10.1080/10485252.2011.565340

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:3106423

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