Non parametric resampling for stationary Markov processes: The local grid bootstrap approach

Journal of Statistical Planning and Inference

Volumn 136, Issue 10, 2006, Pages 3319-3338

  Monbet, Valérie ^a   Marteau, Pierre François ^a  

^a UNIVERSITÉ BRETAGNE SUD   (France)

Author keywords

Markov chains; Nonlinear time series; Nonparametric estimation; Resampling; Smoothed bootstrap

Indexed keywords

EID: 33744991793     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2004.11.014     Document Type: Article

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