Sieve bootstrap with variable length Markov chains for stationary categorical time series

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Author
Bühlmann, Peter
Date
1999
Type
    Working Paper
Rights / license
In Copyright - Non-Commercial Use Permitted
Permanent link
https://doi.org/10.3929/ethz-a-004159940
Publication status
published
Journal / series
Research Report / Seminar für Statistik, Eidgenössische Technische Hochschule (ETH)
Volume
89
Publisher
Seminar für Statistik, Eidgenössische Technische Hochschule (ETH)
Subject
MARKOVKETTEN (WAHRSCHEINLICHKEITSRECHNUNG); ZEITREIHENANALYSE (MATHEMATISCHE STATISTIK); BOOTSTRAP-VERFAHREN (MATHEMATISCHE STATISTIK); MARKOV CHAINS (PROBABILITY THEORY); TIME SERIES ANALYSIS (MATHEMATICAL STATISTICS); BOOTSTRAP METHOD (MATHEMATICAL STATISTICS)
Organisational unit
02537 - Seminar für Statistik (SfS) / Seminar for Statistics (SfS)
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