Bootstrap in Markov-sequences based on estimates of transition density

descriptionPublicationkeyboard_double_arrow_right Article 01 Jun 1990 English Publisher:Springer Science and Business Media LLCJournal:Annals of the Institute of Statistical Mathematics, volume 42, pages 253-268 (issn: 0020-3157, eissn: 1572-9052,

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Authors: Rajarshi, M. B.;

doi: 10.1007/bf00050835

Bootstrap in Markov-sequences based on estimates of transition density

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Abstract

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University of Pune
India

Keywords

kernel estimates of the transition density, simulation results, von Mises differentiable statistics, Markov processes: estimation; hidden Markov models, mean-like statistics, Nonparametric statistical resampling methods, bootstrap estimate, Markov-sequences, variance estimation

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