Markov zincirinde bootstrap
Özet
Ankara UniversityGraduate School of Natural and Applied SciencesDepartment of StatisticsSupervisor : Asst. Prof. Dr. İhsan KARABULUTEfron (1982) proposed the bootstrap method as a way to solve the problem ofestimating unknown sampling distributions of statistics, when the observations areindependent and identically distributed. Howewer, for markov chains, which are definedby markov dependence, the question if it is possible to use bootstrap method for markovchains, becomes an important problem, which we are faced with. In this study, forergodic markov chains, which are defined by markov dependence and has a finite statespace, the bootstrap techniques of Basawa et al. (1990) and for the hitting time randomvariables the works of Kulperger and Rao (1989) are tried to explain.
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