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 is devoted to present and study a specific continuoustimepiecewise-deterministic Markov process for describing the temporal evolution ofexposure to a given food contaminant. The quantity X of food contaminant presentin the body evolves through its accumulation after repeated dietary...

This paper studies the properties of empirical likelihood for Hadamard differentiable functionalstangentially to a well chosen set and gives some extensions in more general semiparametricmodels. We give a straightforward proof of its asymptotic validity and Bartlettcorrectability, essentially...

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...