Regenerative bootstrap for β-null recurrent Markov chains
Abstract
Two regeneration-based bootstrap methods, namely, the Regeneration based-bootstrap [3, 19] and the Regenerative Block bootstrap [9] are shown to be valid for the problem of estimating the integral of a function with respect to the invariant measure in a β-null recurrent Markov chain with an accessible atom. An extension of the Central Limit Theorem for randomly indexed sequences is also presented.
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