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Approximate regenerative-block bootstrap for Markov chains

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https://hal.telecom-paris.fr/hal-02107129
Contributor : Stephan Clémençon Connect in order to contact the contributor
Submitted on : Tuesday, April 23, 2019 - 3:17:42 PM
Last modification on : Saturday, June 25, 2022 - 11:05:03 AM

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Patrice Bertail, Stéphan Clémençon. Approximate regenerative-block bootstrap for Markov chains. Computational Statistics and Data Analysis, Elsevier, 2008, 52 (5), pp.2739-2756. ⟨10.1016/j.csda.2007.10.014⟩. ⟨hal-02107129⟩

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