Exchangeably weighted bootstraps of empirical estimator for semi-Markov kernel

Published in Comptes Rendus de l Academie des Sciences, Series I, Mathematics, 2013

S. Bouzebda and N. Limnios

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.

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