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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2407.05284 |
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| _version_ | 1866909798899908608 |
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| author | Fernández, Carlos |
| author_facet | Fernández, Carlos |
| contents | Two regeneration-based bootstrap methods, namely, the
\textit{Regeneration based-bootstrap} \cite{AthreyaFuh1992, Somnat-1993} and the
\textit{Regenerative Block bootstrap} \cite{Bertail2006} are shown to be valid
for the problem of estimating the integral of a function with respect to the invariant measure
in a $β$-null recurrent Markov chain with an accessible atom.
An extension of the Central Limit Theorem for randomly indexed sequences
is also presented. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2407_05284 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Regenerative bootstrap for $β$-null recurrent Markov chains Fernández, Carlos Statistics Theory 60K35 Two regeneration-based bootstrap methods, namely, the \textit{Regeneration based-bootstrap} \cite{AthreyaFuh1992, Somnat-1993} and the \textit{Regenerative Block bootstrap} \cite{Bertail2006} are shown to be valid for the problem of estimating the integral of a function with respect to the invariant measure in a $β$-null recurrent Markov chain with an accessible atom. An extension of the Central Limit Theorem for randomly indexed sequences is also presented. |
| title | Regenerative bootstrap for $β$-null recurrent Markov chains |
| topic | Statistics Theory 60K35 |
| url | https://arxiv.org/abs/2407.05284 |