Bootstrap uniform central limit theorems for Harris recurrent Markov chains

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Central Limit Theorems for Conditional Markov Chains

This paper studies Central Limit Theorems for real-valued functionals of Conditional Markov Chains. Using a classical result by Dobrushin (1956) for non-stationary Markov chains, a conditional Central Limit Theorem for fixed sequences of observations is established. The asymptotic variance can be estimated by resampling the latent states conditional on the observations. If the conditional means...

متن کامل

Perfect Sampling of Harris Recurrent Markov Chains

We develop an algorithm for simulating \perfect" random samples from the invariant measure of a Harris recurrent Markov chain. The method uses backward coupling of embedded regeneration times, and works most eeectively for nite chains and for stochas-tically monotone chains even on continuous spaces, where paths may be sandwiched below \upper" and \lower" processes. Examples show that more naiv...

متن کامل

Nonlinear Regression with Harris Recurrent Markov Chains

In this paper, we study parametric nonlinear regression under the Harris recurrent Markov chain framework. We first consider the nonlinear least squares estimators of the parameters in the homoskedastic case, and establish asymptotic theory for the proposed estimators. Our results show that the convergence rates for the estimators rely not only on the properties of the nonlinear regression func...

متن کامل

Ratio Limit Theorems for Markov Chains

Introduction. We consider Markov chains with stationary transition probabilities and state space S = 0, 1, 2, •• -, in both discrete and continuous time. As in [l ] the transition probabilities are denoted by pi}1 (indiscrete time) and pa(t) (in continuous time). We assume that the chains considered are irreducible and recurrent, and in addition that discrete time chains are aperiodic and that ...

متن کامل

Limit Theorems for subgeometric Markov chains

This paper studies limit theorems for Markov Chains with general state space under conditions which imply subgeometric ergodicity. We obtain a central limit theorem and moderate deviation principles for additive not necessarily bounded functional of the Markov chains under drift and minorization conditions which are weaker than the Foster-Lyapunov conditions. The regeneration-split chain method...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Electronic Journal of Statistics

سال: 2016

ISSN: 1935-7524

DOI: 10.1214/16-ejs1167