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.
@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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