Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel

Salim Bouzebda; Nikolaos Limnios

doi:10.1016/j.crma.2013.07.013

Statistics

Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel

Presented by: Paul Deheuvels

Salim Bouzebda ¹; Nikolaos Limnios ¹

¹ Laboratoire de mathématiques appliquées de Compiègne, université de technologie de Compiègne, CS 60319, 60205 Compiègne cedex, France

Comptes Rendus. Mathématique, Volume 351 (2013) no. 13-14, pp. 569-573.

Abstract
Résumé

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.

Received: 2012-02-09
Accepted: 2013-07-11
Published online: 2013-07-01

DOI: 10.1016/j.crma.2013.07.013

Author's affiliations:

Salim Bouzebda ¹; Nikolaos Limnios ¹

¹ Laboratoire de mathématiques appliquées de Compiègne, université de technologie de Compiègne, CS 60319, 60205 Compiègne cedex, France

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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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