Add to ORKGIn [7], a novel methodology for bootstrapping general Harris Markov chains has been developed, the (approximate) regenerative block-bootstrap. It is built on the renewal properties of the chain (or of a Nummelin extension of the latter) and has theoretical properties that surpass other existing methods within the Markovian framework. This paper is devoted to discuss practical issues related to the implementation of this specific resampling method and to present various simulation studies for investigating its performance and comparing it to other bootstrap resampling schemes, standing as natural candidates in the Markov setting
Markov chain theory is proving to be a powerful approach to bootstrap and simulate highly nonlinear ...
Regeneration is a useful tool in Markov chain Monte Carlo simulation, since it can be used to side-s...
In this paper we treat a renewal type of bootstrap for atomic Markov chains under minimal moment con...
In [7], a novel methodology for bootstrapping general Harris Markov chains has been developed, the (...
A theoretically sound bootstrap procedure is proposed for building accurate confidence intervals of ...
Abstract. This paper is devoted to show how the regenerative block-bootstrap methodology (RBB), prov...
In this paper we describe a novel approach to the study of U-statistics in the markovian setup, base...
This thesis concentrates on some extensions of empirical processes theory when the data are Markovia...
In this work we develop a bootstrap method based on the theory of Markov chains. The method moves f...
In this paper we describe a novel approach to the study of U-statistics in the markovian setup, base...
Markov chain theory is proving to be a powerful approach to bootstrap and simulate highly nonlinear ...
International audienceEmpirical likelihood is a powerful semi-parametric method increasingly investi...
92 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2003.The Markov chain marginal boot...
A new method of construction of Markov chains with a given stationary distribution is proposed. The ...
Markov chain theory is proving to be a powerful approach to bootstrap and simulate highly nonlinear ...
Markov chain theory is proving to be a powerful approach to bootstrap and simulate highly nonlinear ...
Regeneration is a useful tool in Markov chain Monte Carlo simulation, since it can be used to side-s...
In this paper we treat a renewal type of bootstrap for atomic Markov chains under minimal moment con...
In [7], a novel methodology for bootstrapping general Harris Markov chains has been developed, the (...
A theoretically sound bootstrap procedure is proposed for building accurate confidence intervals of ...
Abstract. This paper is devoted to show how the regenerative block-bootstrap methodology (RBB), prov...
In this paper we describe a novel approach to the study of U-statistics in the markovian setup, base...
This thesis concentrates on some extensions of empirical processes theory when the data are Markovia...
In this work we develop a bootstrap method based on the theory of Markov chains. The method moves f...
In this paper we describe a novel approach to the study of U-statistics in the markovian setup, base...
Markov chain theory is proving to be a powerful approach to bootstrap and simulate highly nonlinear ...
International audienceEmpirical likelihood is a powerful semi-parametric method increasingly investi...
92 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2003.The Markov chain marginal boot...
A new method of construction of Markov chains with a given stationary distribution is proposed. The ...
Markov chain theory is proving to be a powerful approach to bootstrap and simulate highly nonlinear ...
Markov chain theory is proving to be a powerful approach to bootstrap and simulate highly nonlinear ...
Regeneration is a useful tool in Markov chain Monte Carlo simulation, since it can be used to side-s...
In this paper we treat a renewal type of bootstrap for atomic Markov chains under minimal moment con...