Cerqueti, Roy; Falbo, Paolo; Pelizzari, Cristian - Dipartimento di Istituzioni Economiche e Finanziarie, … - 2009
<font size="1">While the large portion of the literature on Markov chain (possibly of orderhigher than one) bootstrap … methods has focused on the correct estimation ofthe transition probabilities, little or no attention has been devoted to …