Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146212 | Journal of Multivariate Analysis | 2013 | 11 Pages |
Abstract
The aim of this paper is to introduce a general bootstrap by exchangeable weight random variables for empirical estimators of the semi-Markov kernels and of the conditional transition probabilities for semi-Markov processes with countable state space. Asymptotic properties of these generalized bootstrapped empirical distributions are obtained by a martingale approach. We show how to apply our results to the construction of confidence intervals and change point problem where the limiting distribution of the proposed statistic is derived under the null hypothesis.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Salim Bouzebda, Nikolaos Limnios,