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Preprints, Working Papers, ... Year : 2023

Regenerative bootstrap for β-null recurrent Markov chains

Abstract

Two regeneration-based bootstrap methods, namely, the Regeneration based-bootstrap [3, 19] and the Regenerative Block bootstrap [9] 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.
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Dates and versions

hal-04299736 , version 1 (22-11-2023)

Identifiers

  • HAL Id : hal-04299736 , version 1

Cite

Carlos Fernández. Regenerative bootstrap for β-null recurrent Markov chains. 2023. ⟨hal-04299736⟩
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