Bootstrap methods have been applied to various dependent sequences. Markov processes and Markov chains have a special structure. In particular, Markov chains have a discrete state-space. This paper considers an ergodic countable state-space Markov chain. Given data Xt; t = 0; : : : ; n, one can obse
Bootstrap Methods for Markov Processes
โ Scribed by Joel L. Horowitz
- Book ID
- 108556227
- Publisher
- John Wiley and Sons
- Year
- 2003
- Tongue
- English
- Weight
- 249 KB
- Volume
- 71
- Category
- Article
- ISSN
- 0012-9682
No coin nor oath required. For personal study only.
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