Countable state Markov process bootstrap

DOI10.1016/S0378-3758(98)00114-1zbMath0928.62066OpenAlexW2006727987MaRDI QIDQ1298882

V. Pereyra

Publication date: 11 January 2000

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(98)00114-1

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Nonparametric statistical resampling methods (62G09) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (1)

Relevant states and memory in Markov chain bootstrapping and simulation

Cites Work

• Bootstrapping the autocorrelation coefficient of finite Markov chains
• Bootstrapping Markov chains: Countable case
• The bootstrap and Edgeworth expansion
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