[Le bootstrap échangeable pondéré de lʼestimateur empirique du noyau semi-markovien]
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.
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.
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@article{CRMATH_2013__351_13-14_569_0,
author = {Bouzebda, Salim and Limnios, Nikolaos},
title = {Exchangeably weighted bootstraps of empirical estimators of a {semi-Markov} kernel},
journal = {Comptes Rendus. Math\'ematique},
pages = {569--573},
publisher = {Elsevier},
volume = {351},
number = {13-14},
year = {2013},
doi = {10.1016/j.crma.2013.07.013},
language = {en},
url = {http://www.numdam.org/articles/10.1016/j.crma.2013.07.013/}
}
TY - JOUR AU - Bouzebda, Salim AU - Limnios, Nikolaos TI - Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel JO - Comptes Rendus. Mathématique PY - 2013 SP - 569 EP - 573 VL - 351 IS - 13-14 PB - Elsevier UR - http://www.numdam.org/articles/10.1016/j.crma.2013.07.013/ DO - 10.1016/j.crma.2013.07.013 LA - en ID - CRMATH_2013__351_13-14_569_0 ER -
%0 Journal Article %A Bouzebda, Salim %A Limnios, Nikolaos %T Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel %J Comptes Rendus. Mathématique %D 2013 %P 569-573 %V 351 %N 13-14 %I Elsevier %U http://www.numdam.org/articles/10.1016/j.crma.2013.07.013/ %R 10.1016/j.crma.2013.07.013 %G en %F CRMATH_2013__351_13-14_569_0
Bouzebda, Salim; Limnios, Nikolaos. Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel. Comptes Rendus. Mathématique, Tome 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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