Asymptotic bootstrap validity for finite markov chains

DOI10.1080/03610929008830275zbMath0900.62450OpenAlexW1970931417MaRDI QIDQ3135284

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Publication date: 17 October 1993

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929008830275

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Markov processes: estimation; hidden Markov models (62M05) Nonparametric statistical resampling methods (62G09)

Related Items

Regeneration-based bootstrap for Markov chains, Bayesian bootstrap clones for finite state markov chains, Balanced importance resampling for Markov chains, Relevant states and memory in Markov chain bootstrapping and simulation, Bootstrapping the autocorrelation coefficient of finite Markov chains, Balanced resampling for bootstrapping finite state markov chains, Bootstrapping INAR models, Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations, Bootstrap-based ARMA order selection

Cites Work

• On bootstrapping two-stage least-squares estimates in stationary linear models
• Edgeworth correction by bootstrap in autoregressions
• Statistical Methods in Markov Chains
• Unnamed Item