Statistics
Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel
Comptes Rendus. Mathématique, Volume 351 (2013) no. 13-14, pp. 569-573.

A general notion of bootstrapped empirical estimators, of the semi-Markov kernels and of the conditional transition probabilities for semi-Markov processes with countable state space, constructed by exchangeably weighting sample, is introduced. Asymptotic properties of these generalized bootstrapped empirical distributions are obtained by means of the martingale approach.

Nous introduisons la notion du bootstrap échangeable des estimateurs empiriques des noyaux semi-markoviens et des probabilités de transition conditionnelles pour les processus semi-markoviens à espace dʼétat dénombrable. Nous obtenons nos résultats asymptotiques en utilisant les approches martingales.

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DOI: 10.1016/j.crma.2013.07.013
Bouzebda, Salim 1; Limnios, Nikolaos 1

1 Laboratoire de mathématiques appliquées de Compiègne, université de technologie de Compiègne, CS 60319, 60205 Compiègne cedex, France
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Bouzebda, Salim; Limnios, Nikolaos. Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel. Comptes Rendus. Mathématique, Volume 351 (2013) no. 13-14, pp. 569-573. doi : 10.1016/j.crma.2013.07.013. http://www.numdam.org/articles/10.1016/j.crma.2013.07.013/

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