Regeneration-based bootstrap for Markov chains

Author:

Datta Somnath,Mccormick William P.

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference28 articles.

1. On one term Edgeworth correction by Efron's bootstrap;Babu;Sankhyã Ser. A,1984

2. Asymptotic bootstrap validity for finite Markov chains;Basawa;Comm. Statist. Theory Methods,1990

3. Some asymptotic theory for the bootstrap;Bickel;Ann. Statist.,1981

4. The Berry-Esseen theorem for functionals of discrete Markov chains;Bolthausen;Z. Wahrsch. Verw. Gebiete,1980

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1. Renewal type bootstrap for increasing degree U-process of a Markov chain;Journal of Multivariate Analysis;2023-05

2. Data-driven stochastic simulation leading to the allometric scaling laws in complex systems;Physical Review E;2022-12-07

3. Relevant states and memory in Markov chain bootstrapping and simulation;European Journal of Operational Research;2017-01

4. When is a Markov chain regenerative?;Statistics & Probability Letters;2014-01

5. Markov chain Monte Carlo estimation of quantiles;Electronic Journal of Statistics;2014-01-01

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