Bootstrap Central Limit Theorem for Chains of Infinite Order via Markov Approximations
Probability
2007-05-23 v1
Abstract
We present a new approach to the bootstrap for chains of infinite order taking values on a finite alphabet. It is based on a sequential Bootstrap Central Limit Theorem for the sequence of canonical Markov approximations of the chain of infinite order. Combined with previous results on the rate of approximation this leads to a Central Limit Theorem for the bootstrapped estimator of the sample mean which is the main result of this paper.
Cite
@article{arxiv.math/0505232,
title = {Bootstrap Central Limit Theorem for Chains of Infinite Order via Markov Approximations},
author = {P. Collet and D. Duarte and A. Galves},
journal= {arXiv preprint arXiv:math/0505232},
year = {2007}
}
Comments
26 pages, TeX file