The local bootstrap for Markov processes

DOI10.1016/S0378-3758(02)00315-4zbMath1016.62041OpenAlexW2115694687MaRDI QIDQ1866238

Efstathios Paparoditis, Dimitris N. Politis

Publication date: 3 April 2003

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(02)00315-4

zbMATH Keywords

resamplingMarkov dependencenonlinear time serieslinear statisticstime reversibilitylocal bootstrap

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05) Nonparametric statistical resampling methods (62G09)

Related Items (30)

Bootstraps for time series ⋮ Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean ⋮ Rejoinder -- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions ⋮ Bootstrap prediction intervals for Markov processes ⋮ Bootstrap Methods for Time Series ⋮ Bootstrap confidence intervals for conditional density function in Markov processes ⋮ Renewal type bootstrap for Markov chains ⋮ TESTING FOR THE MARKOV PROPERTY IN TIME SERIES ⋮ Another look at the disjoint blocks bootstrap ⋮ A copula spectral test for pairwise time reversibility ⋮ Estimation and bootstrap for stochastically monotone Markov processes ⋮ On a nonparametric resampling scheme for Markov random fields ⋮ Texture synthesis and nonparametric resampling of random fields ⋮ Nonparametric link prediction in large scale dynamic networks ⋮ Assessing Time-Reversibility Under Minimal Assumptions ⋮ Relevant states and memory in Markov chain bootstrapping and simulation ⋮ International market links and volatility transmission ⋮ Nonparametric resampling for stationary Markov processes: the local grid bootstrap approach ⋮ The impact of bootstrap methods on time series analysis ⋮ Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations ⋮ Bootstrap methods for dependent data: a review ⋮ Parallel Bootstrap and Optimal Subsample Lengths in Smooth Function Models ⋮ Bootstrap order selection for SETAR models ⋮ Approximate regenerative-block bootstrap for Markov chains ⋮ Bootstrap maximum likelihood for quasi-stationary distributions ⋮ Resampling with neural networks for stochastic parameterization in multiscale systems ⋮ Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach ⋮ Regeneration-based statistics for Harris recurrent Markov chains ⋮ MEAN–VARIANCE PORTFOLIO MANAGEMENT WITH FUNCTIONAL OPTIMIZATION ⋮ The integrated copula spectrum

Uses Software

• bootstrap

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Markov chains and stochastic stability
• Bootstrap in Markov-sequences based on estimates of transition density
• On bootstrapping two-stage least-squares estimates in stationary linear models
• Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach
• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
• Nonparameteric estimation in mixing sequences of random variables
• On bootstrapping kernel spectral estimates
• Statistical inference for conditional curves: Poisson process approach
• Local bootstrap
• A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation
• Bootstrap methods: another look at the jackknife
• Mixing: Properties and examples
• Bootstrap of kernel smoothing in nonlinear time series
• The jackknife and the bootstrap for general stationary observations
• The jackknife and bootstrap
• Non-linear time series and Markov chains
• KERNEL REGRESSION SMOOTHING OF TIME SERIES
• Time-reversibility of linear stochastic processes
• The Stationary Bootstrap
• Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags
• Model Checking via Parametric Bootstraps in Time Series Analysis
• BANDWIDTH SELECTION IN KERNEL SMOOTHING OF TIME SERIES
• Nonparametric Estimation of the Transition Distribution Function of a Markov Process
• Some Limit Theorems for Stationary Processes

This page was built for publication: The local bootstrap for Markov processes