کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
415380 681202 2008 18 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Approximate regenerative-block bootstrap for Markov chains
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
Approximate regenerative-block bootstrap for Markov chains
چکیده انگلیسی

The (approximate) regenerative block-bootstrap for bootstrapping general Harris Markov chains has recently been developed. It is built on the renewal properties of the chain, or of a Nummelin extension of the latter. It has theoretical properties that surpass other existing methods within the Markovian framework. The practical issues related to the implementation of this specific resampling method are discussed. Various simulation studies for investigating its performance and comparing it to other bootstrap resampling schemes, standing as natural candidates in the Markov setting are presented.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 52, Issue 5, 20 January 2008, Pages 2739–2756
نویسندگان
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