Abstract : In Bertail & Clémençon (2005a) a novel methodology for bootstrappinggeneral Harris Markov chains has been proposed, which crucially exploits their renewalproperties (when eventually extended via the Nummelin splitting technique) and has theoreticalproperties that surpass other...

In this paper, we generalize the results obtained with the Kullbackdistance (corresponding to empirical likelihood) and Cressie-Read metrics(generalized empirical likelihood) to general discrepancies, for someconvex functions satisfying a few regularity properties. In particular, weintroduce a...

In this paper an attempt is made to present how renewalproperties of Harris recurrent Markov chains or of specific extensions of thelatter may be practically used for statistical inference in various settings.In the regenerative case, procedures can be implemented from data blockscorresponding...

This paper introduces a speci…c Bootstrap method for positiverecurrent Markov chains, based on the regenerative method and the Nummelinsplitting technique. The main idea underlying this construction consists in generatinga sequence of approximate pseudo-renewal times for a Harris chain X...

We study some extensions of the empirical likelihood method, when theKullback distance is replaced by some general convex divergence or I'* dis-crepancy. We propose to use, instead of empirical likelihood, some regularizedform or quasi-empirical likelihood method, corresponding to a convex...

We propose a test for assessing the stability of a temporaleconometric linear model. The test is based on subsampling ideas moreprecisely to the consistency of the least square estimator whose behavior isstudied on subintervals over time. Our test allows to detect breakpoints onthe boundaries...