Bootstrapping the autocorrelation coefficient of finite Markov chains

DOI10.1016/0378-3758(92)90012-HzbMath0802.62047WikidataQ127247451 ScholiaQ127247451MaRDI QIDQ1200657

Cheng-Der Fuh

Publication date: 16 January 1993

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

zbMATH Keywords

bootstrap methodcentral limit theoremstationary distributionirreduciblepositive recurrenthitting timevariance-covariance matrixtransition probabilityaperiodicautocorrelation coefficientestimator of the serial correlationhomogeneous ergodic Markov chain

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05) Nonparametric statistical resampling methods (62G09)

Related Items (2)

Convolution-closed models for count time series with applications ⋮ Countable state Markov process bootstrap

Cites Work

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• On some representations of the bootstrap
• Bootstrapping Markov chains: Countable case
• Bootstrap methods: another look at the jackknife
• Asymptotic bootstrap validity for finite markov chains
• SOME ASYMPTOTIC DISTRIBUTION THEORY FOR MARKOV CHAINS WITH A DENUMERABLE NUMBER OF STATES
• [https://portal.mardi4nfdi.de/wiki/Publication:3933699 The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains]
• A New Approach to the Limit Theory of Recurrent Markov Chains
• Estimation of the autocorrelation coefficient in simple Markov chains

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