Balanced resampling for bootstrapping finite state markov chains

DOI10.1080/03610919708813450zbMath0925.62360OpenAlexW2039205183MaRDI QIDQ4387629

No author found.

Publication date: 13 May 1998

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919708813450

zbMATH Keywords

bootstrapMarkov chainstationary distributiontransition probabilityuniform resamplingbalanced resampling

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Markov processes: estimation; hidden Markov models (62M05) Nonparametric statistical resampling methods (62G09)

Related Items (1)

Balanced importance resampling for Markov chains

Cites Work

• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• Performance of balanced bootstrap resampling in distribution function and quantile problems
• Bootstrapping Markov chains: Countable case
• Bootstrap methods: another look at the jackknife
• The jackknife and the bootstrap for general stationary observations
• Asymptotic bootstrap validity for finite markov chains
• Efficient Bootstrap Simulation
• Asymptotic normality and efficiency for certain goodness-of-fit tests

This page was built for publication: Balanced resampling for bootstrapping finite state markov chains