On general bootstrap of empirical estimator of a semi-Markov kernel with applications

DOI10.1016/j.jmva.2012.11.008zbMath1281.62111OpenAlexW2046909965MaRDI QIDQ391516

Salim Bouzebda, Nikolaos Limnios

Publication date: 10 January 2014

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.11.008

zbMATH Keywords

confidence intervalsinvariance principlesemi-Markov processeschange point problemexchangeable bootstrap

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32) Markov processes: estimation; hidden Markov models (62M05) Nonparametric statistical resampling methods (62G09)

Related Items (10)

The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications ⋮ Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel ⋮ General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters ⋮ General tests of conditional independence based on empirical processes indexed by functions ⋮ Additive regression model for stationary and ergodic continuous time processes ⋮ Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points ⋮ General tests of independence based on empirical processes indexed by functions ⋮ On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications ⋮ The explicit form of the rate function for semi-Markov processes and its contractions ⋮ Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests

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