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...

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 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...