Some continuous Edgeworth expansions for Markov chains with applications to bootstrap

DOI10.1006/jmva.1995.1005zbMath0811.62078OpenAlexW2029052280MaRDI QIDQ1343348

Somnath Datta, William P. McCormick

Publication date: 2 February 1995

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1995.1005

zbMATH Keywords

bootstrap approximationasymptotic accuracyergodic Markov chainnormal approximationtransition probabilitysecond order correctnessgeneral state spacecontinuous expansionsfirst order Edgeworth expansions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05) Nonparametric statistical resampling methods (62G09)

Related Items (5)

Bootstrap uniform central limit theorems for Harris recurrent Markov chains ⋮ Bootstrap Methods for Time Series ⋮ Renewal type bootstrap for Markov chains ⋮ Balanced importance resampling for Markov chains ⋮ Expansions in the local and the central limit theorems for dynamical systems

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