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 theproblem of estimating the dimension of the transition probability...</font>
