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Comptes Rendus Mathématique
Volume 351, n° 13-14
pages 569-573 (juillet 2013)
Doi : 10.1016/j.crma.2013.07.013
Received : 9 February 2012 ;  accepted : 11 July 2013
Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel
Le bootstrap échangeable pondéré de lʼestimateur empirique du noyau semi-markovien
 

Salim Bouzebda , Nikolaos Limnios
 Laboratoire de mathématiques appliquées de Compiègne, université de technologie de Compiègne, CS 60319, 60205 Compiègne cedex, France 

Abstract

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.

The full text of this article is available in PDF format.
Résumé

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.

The full text of this article is available in PDF format.


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