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.
Accepté le :
Publié le :
Salim Bouzebda 1 ; Nikolaos Limnios 1
@article{CRMATH_2013__351_13-14_569_0, author = {Salim Bouzebda and Nikolaos Limnios}, 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}, }
TY - JOUR AU - Salim Bouzebda AU - Nikolaos Limnios 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 DO - 10.1016/j.crma.2013.07.013 LA - en ID - CRMATH_2013__351_13-14_569_0 ER -
Salim Bouzebda; Nikolaos Limnios. 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. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2013.07.013/
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