Regenerative block bootstrap for Markov chains

Patrice Bertail; Stéphan Clémençon

doi:10.3150/bj/1155735932

Journal articles

Regenerative block bootstrap for Markov chains

Patrice Bertail ¹ Stéphan Clémençon ^{2, 3}

1 CREST - Centre de Recherche en Économie et Statistique

2 MODAL'X - Modélisation aléatoire de Paris X

3 LPMA - Laboratoire de Probabilités et Modèles Aléatoires

Document type :

Journal articles

Domain :

Mathematics [math]

Statistics [stat] / Machine Learning [stat.ML]

Mathematics [math] / Statistics [math.ST]

Mathematics [math] / Probability [math.PR]

Complete list of metadata

https://hal.telecom-paris.fr/hal-02107125
Contributor : Stephan Clémençon Connect in order to contact the contributor
Submitted on : Tuesday, April 23, 2019 - 3:16:37 PM
Last modification on : Saturday, June 25, 2022 - 11:05:03 AM

Regenerative block bootstrap for Markov chains

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Regenerative block bootstrap for Markov chains

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