{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2022,4,5]],"date-time":"2022-04-05T20:19:53Z","timestamp":1649189993602},"reference-count":41,"publisher":"Springer Science and Business Media LLC","issue":"3","license":[{"start":{"date-parts":[[2015,4,26]],"date-time":"2015-04-26T00:00:00Z","timestamp":1430006400000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["OR Spectrum"],"published-print":{"date-parts":[[2015,7]]},"DOI":"10.1007\/s00291-015-0397-8","type":"journal-article","created":{"date-parts":[[2015,4,25]],"date-time":"2015-04-25T07:13:56Z","timestamp":1429946036000},"page":"803-841","update-policy":"http:\/\/dx.doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":3,"title":["Approximating multivariate Markov chains for bootstrapping through contiguous partitions"],"prefix":"10.1007","volume":"37","author":[{"given":"Roy","family":"Cerqueti","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Paolo","family":"Falbo","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Gianfranco","family":"Guastaroba","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Cristian","family":"Pelizzari","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2015,4,26]]},"reference":[{"key":"397_CR1","unstructured":"Akaike H (1970) On a decision procedure for system identification. In: Kyoto Symposium on System Engineering Approach to Computer Control (ed) Proceedings of the IFAC Kyoto Symposium on System Engineering Approach to Computer Control. Kyoto Symposium on System Engineering Approach to Computer Control, Kyoto, pp 485\u2013490"},{"issue":"19","key":"397_CR2","first-page":"1","volume":"3","author":"S Anatolyev","year":"2002","unstructured":"Anatolyev S, Vasnev A (2002) Markov chain approximation in bootstrapping autoregressions. Econ Bull 3(19):1\u20138","journal-title":"Econ Bull"},{"issue":"3","key":"397_CR3","doi-asserted-by":"crossref","first-page":"311","DOI":"10.1016\/0378-3758(92)90002-A","volume":"33","author":"KB Athreya","year":"1992","unstructured":"Athreya KB, Fuh CD (1992) Bootstrapping Markov chains: countable case. J Stat Plan Inference 33(3):311\u2013331","journal-title":"J Stat Plan Inference"},{"issue":"5","key":"397_CR4","doi-asserted-by":"crossref","first-page":"1731","DOI":"10.1111\/j.1540-6261.1992.tb04681.x","volume":"47","author":"W Brock","year":"1992","unstructured":"Brock W, Lakonishok J, LeBaron B (1992) Simple technical trading rules and the stochastic properties of stock returns. J Financ 47(5):1731\u20131764","journal-title":"J Financ"},{"issue":"3","key":"397_CR5","doi-asserted-by":"crossref","first-page":"267","DOI":"10.1080\/096031098333023","volume":"8","author":"P B\u00fchlmann","year":"1998","unstructured":"B\u00fchlmann P (1998) Extreme events from the return-volume process: a discretization approach for complexity reduction. Appl Financ Econ 8(3):267\u2013278","journal-title":"Appl Financ Econ"},{"issue":"1","key":"397_CR6","doi-asserted-by":"crossref","first-page":"52","DOI":"10.1214\/ss\/1023798998","volume":"17","author":"P B\u00fchlmann","year":"2002","unstructured":"B\u00fchlmann P (2002) Bootstraps for time series. Stat Sci 17(1):52\u201372","journal-title":"Stat Sci"},{"issue":"2","key":"397_CR7","doi-asserted-by":"crossref","first-page":"480","DOI":"10.1214\/aos\/1018031204","volume":"27","author":"P B\u00fchlmann","year":"1999","unstructured":"B\u00fchlmann P, Wyner AJ (1999) Variable length Markov chains. Ann Stat 27(2):480\u2013513","journal-title":"Ann Stat"},{"key":"397_CR8","unstructured":"Bunn DW (ed) (2004) Modelling Prices in Competitive Electricity Markets. Wiley, Chichester"},{"issue":"4","key":"397_CR9","doi-asserted-by":"crossref","first-page":"1112","DOI":"10.1214\/aoms\/1177706444","volume":"29","author":"CJ Burke","year":"1958","unstructured":"Burke CJ, Rosenblatt M (1958) A Markovian function of a Markov chain. Ann Math Stat 29(4):1112\u20131122","journal-title":"Ann Math Stat"},{"issue":"2","key":"397_CR10","doi-asserted-by":"crossref","first-page":"367","DOI":"10.1016\/j.ejor.2012.11.009","volume":"227","author":"R Cerqueti","year":"2013","unstructured":"Cerqueti R, Falbo P, Guastaroba G, Pelizzari C (2013) A tabu search heuristic procedure in Markov chain bootstrapping. Eur J Oper Res 227(2):367\u2013384","journal-title":"Eur J Oper Res"},{"key":"397_CR11","unstructured":"Cerqueti R, Falbo P, Pelizzari C (2010) Relevant states and memory in Markov chain bootstrapping and simulation, Munich Personal RePEc Archive Paper 46254, University Library of Munich, Germany. http:\/\/mpra.ub.uni-muenchen.de\/46254\/1\/MPRA_paper_46250.pdf"},{"key":"397_CR12","unstructured":"Cerqueti R, Falbo P, Pelizzari C, Ricca F, Scozzari A (2012) A mixed integer linear programming approach to Markov chain bootstrapping, Quaderni del Dipartimento di Economia e Diritto dell\u2019Universit\u00e0 degli Studi di Macerata 67, Universit\u00e0 degli Studi di Macerata, Macerata, Italy. http:\/\/economiaediritto.unimc.it\/it\/ricerca\/pubblicazioni\/quaderni\/QDed672012.pdf"},{"key":"397_CR13","unstructured":"Chankong V, Haimes YY (1983) Multiobjective decision making: theory and methodology. North-Holland, New York"},{"issue":"2\u20133","key":"397_CR14","doi-asserted-by":"crossref","first-page":"492","DOI":"10.1016\/j.laa.2007.05.021","volume":"428","author":"W-K Ching","year":"2008","unstructured":"Ching W-K, Ng MK, Fung ES (2008) Higher-order multivariate Markov chains and their applications. Linear Algebr Appl 428(2\u20133):492\u2013507","journal-title":"Linear Algebr Appl"},{"issue":"6","key":"397_CR15","doi-asserted-by":"crossref","first-page":"1601","DOI":"10.1214\/aos\/1015957472","volume":"28","author":"I Csisz\u00e1r","year":"2000","unstructured":"Csisz\u00e1r I, Shields PC (2000) The consistency of the BIC Markov order estimator. Ann Stat 28(6):1601\u20131619","journal-title":"Ann Stat"},{"key":"397_CR16","first-page":"77","volume-title":"Exploring the limits of bootstrap","author":"S Datta","year":"1992","unstructured":"Datta S, McCormick WP (1992) Bootstrap for a finite state Markov chain based on i.i.d. resampling. In: LePage R, Billard L (eds) Exploring the limits of bootstrap. Wiley, New York, pp 77\u201397"},{"key":"397_CR17","doi-asserted-by":"crossref","DOI":"10.1017\/CBO9780511802843","volume-title":"Bootstrap methods and their application","author":"AC Davison","year":"1997","unstructured":"Davison AC, Hinkley DV (1997) Bootstrap methods and their application. Cambridge University Press, Cambridge"},{"issue":"1","key":"397_CR18","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1214\/aos\/1176344552","volume":"7","author":"B Efron","year":"1979","unstructured":"Efron B (1979) Bootstrap methods: another look at the jackknife. Ann Stat 7(1):1\u201326","journal-title":"Ann Stat"},{"key":"397_CR19","doi-asserted-by":"crossref","first-page":"99","DOI":"10.1016\/B978-0-444-53858-1.00005-3","volume-title":"Time series analysis: methods and applications","author":"J Franke","year":"2012","unstructured":"Franke J (2012) Markov switching time series models. In: Rao TS, Rao SS, Rao CR (eds) Time series analysis: methods and applications. Elsevier, Oxford, pp 99\u2013122"},{"key":"397_CR20","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4615-6089-0","volume-title":"Tabu search","author":"F Glover","year":"1997","unstructured":"Glover F, Laguna M (1997) Tabu search. Kluwer Academic Publishers, Dordrecht"},{"issue":"2","key":"397_CR21","doi-asserted-by":"crossref","first-page":"500","DOI":"10.1016\/j.ejor.2007.09.042","volume":"192","author":"G Guastaroba","year":"2009","unstructured":"Guastaroba G, Mansini R, Speranza MG (2009) On the effectiveness of scenario generation techniques in single-period portfolio optimization. Eur J Oper Res 192(2):500\u2013511","journal-title":"Eur J Oper Res"},{"issue":"4","key":"397_CR22","doi-asserted-by":"crossref","first-page":"1049","DOI":"10.1111\/1468-0262.00439","volume":"71","author":"JL Horowitz","year":"2003","unstructured":"Horowitz JL (2003) Bootstrap methods for Markov processes. Econometrica 71(4):1049\u20131082","journal-title":"Econometrica"},{"issue":"5","key":"397_CR23","doi-asserted-by":"crossref","first-page":"425","DOI":"10.1016\/S0140-9883(03)00041-0","volume":"25","author":"R Huisman","year":"2003","unstructured":"Huisman R, Mahieu R (2003) Regime jumps in electricity prices. Energy Econ 25(5):425\u2013434","journal-title":"Energy Econ"},{"key":"397_CR24","volume-title":"Finite Markov chains","author":"JG Kemeny","year":"1976","unstructured":"Kemeny JG, Snell JL (1976) Finite Markov chains. Springer, Berlin"},{"issue":"3","key":"397_CR25","doi-asserted-by":"crossref","first-page":"893","DOI":"10.1109\/18.256497","volume":"39","author":"JC Kieffer","year":"1993","unstructured":"Kieffer JC (1993) Strongly consistent code-based identification and order estimation for constrained finite-state model classes. IEEE Trans Inf Theory 39(3):893\u2013902","journal-title":"IEEE Trans Inf Theory"},{"issue":"1","key":"397_CR26","first-page":"3","volume":"1","author":"AN Kolmogorov","year":"1965","unstructured":"Kolmogorov AN (1965) Three approaches to the quantitative definition of information. Probl Peredachi Informatsii 1(1):3\u201311","journal-title":"Probl Peredachi Informatsii"},{"issue":"2","key":"397_CR27","first-page":"178","volume":"51","author":"RJ Kulperger","year":"1989","unstructured":"Kulperger RJ, Prakasa Rao BLS (1989) Bootstrapping a finite state Markov chain. Sankhya Indian J Stat 51(2):178\u2013191","journal-title":"Sankhya Indian J Stat"},{"issue":"3","key":"397_CR28","doi-asserted-by":"crossref","first-page":"1217","DOI":"10.1214\/aos\/1176347265","volume":"17","author":"HR K\u00fcnsch","year":"1989","unstructured":"K\u00fcnsch HR (1989) The jackknife and the bootstrap for general stationary observations. Ann Stat 17(3):1217\u20131241","journal-title":"Ann Stat"},{"issue":"2","key":"397_CR29","doi-asserted-by":"crossref","first-page":"435","DOI":"10.1198\/1061860043524","volume":"13","author":"M M\u00e4chler","year":"2004","unstructured":"M\u00e4chler M, B\u00fchlmann P (2004) Variable length Markov chains: methodology, computing, and software. J Comput Graph Stat 13(2):435\u2013455","journal-title":"J Comput Graph Stat"},{"issue":"5","key":"397_CR30","doi-asserted-by":"crossref","first-page":"1014","DOI":"10.1109\/18.42210","volume":"35","author":"N Merhav","year":"1989","unstructured":"Merhav N, Gutman M, Ziv J (1989) On the estimation of the order of a Markov chain and universal data compression. IEEE Trans Inf Theory 35(5):1014\u20131019","journal-title":"IEEE Trans Inf Theory"},{"key":"397_CR31","volume-title":"Nonlinear multiobjective optimization","author":"KM Miettinen","year":"1999","unstructured":"Miettinen KM (1999) Nonlinear multiobjective optimization. Kluwer Academic Publishers, Boston"},{"issue":"4","key":"397_CR32","doi-asserted-by":"crossref","first-page":"1496","DOI":"10.1109\/TIT.2005.844093","volume":"51","author":"G Morvai","year":"2005","unstructured":"Morvai G, Weiss B (2005) Order estimation of Markov chains. IEEE Trans Inf Theory 51(4):1496\u20131497","journal-title":"IEEE Trans Inf Theory"},{"issue":"3","key":"397_CR33","doi-asserted-by":"crossref","first-page":"540","DOI":"10.1017\/S0266466601173020","volume":"17","author":"E Paparoditis","year":"2001","unstructured":"Paparoditis E, Politis DN (2001) A Markovian local resampling scheme for nonparametric estimators in time series analysis. Econom Theory 17(3):540\u2013566","journal-title":"Econom Theory"},{"issue":"2","key":"397_CR34","doi-asserted-by":"crossref","first-page":"253","DOI":"10.1007\/BF00050835","volume":"42","author":"MB Rajarshi","year":"1990","unstructured":"Rajarshi MB (1990) Bootstrap in Markov-sequences based on estimates of transition density. Ann Inst Stat Math 42(2):253\u2013268","journal-title":"Ann Inst Stat Math"},{"issue":"5","key":"397_CR35","doi-asserted-by":"crossref","first-page":"465","DOI":"10.1016\/0005-1098(78)90005-5","volume":"14","author":"J Rissanen","year":"1978","unstructured":"Rissanen J (1978) Modeling by shortest data description. Automatica 14(5):465\u2013471","journal-title":"Automatica"},{"issue":"2","key":"397_CR36","doi-asserted-by":"crossref","first-page":"461","DOI":"10.1214\/aos\/1176344136","volume":"6","author":"G Schwarz","year":"1978","unstructured":"Schwarz G (1978) Estimating the dimension of a model. Ann Stat 6(2):461\u2013464","journal-title":"Ann Stat"},{"issue":"5","key":"397_CR37","doi-asserted-by":"crossref","first-page":"1647","DOI":"10.1111\/0022-1082.00163","volume":"54","author":"R Sullivan","year":"1999","unstructured":"Sullivan R, Timmermann A, White H (1999) Data-snooping, technical trading rule performance, and the bootstrap. J Financ 54(5):1647\u20131691","journal-title":"J Financ"},{"key":"397_CR38","volume-title":"Wiley encyclopedia of operations research and management science","author":"MU Thomas","year":"2010","unstructured":"Thomas MU (2010) Aggregation and lumping of DTMCs. In: Cochran JJ, Cox LA Jr, Keskinocak P, Kharoufeh JP, Smith JC (eds) Wiley encyclopedia of operations research and management science. Wiley, Hoboken"},{"issue":"301","key":"397_CR39","doi-asserted-by":"crossref","first-page":"236","DOI":"10.1080\/01621459.1963.10500845","volume":"58","author":"JH Ward Jr","year":"1963","unstructured":"Ward JH Jr (1963) Hierarchical grouping to optimize an objective function. J Am Stat Assoc 58(301):236\u2013244","journal-title":"J Am Stat Assoc"},{"key":"397_CR40","doi-asserted-by":"crossref","DOI":"10.1002\/9781118673362","volume-title":"Modeling and forecasting electricity loads and prices: a statistical approach","author":"R Weron","year":"2006","unstructured":"Weron R (2006) Modeling and forecasting electricity loads and prices: a statistical approach. Wiley, Chichester"},{"issue":"12","key":"397_CR41","doi-asserted-by":"crossref","first-page":"39","DOI":"10.1016\/j.physa.2004.01.008","volume":"336","author":"R Weron","year":"2004","unstructured":"Weron R, Bierbrauer M, Tr\u00fcck S (2004) Modeling electricity prices: jump diffusion and regime switching. Phys A Stat Mech Appl 336(12):39\u201348","journal-title":"Phys A Stat Mech Appl"}],"container-title":["OR Spectrum"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s00291-015-0397-8.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s00291-015-0397-8\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s00291-015-0397-8","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,28]],"date-time":"2019-05-28T07:00:06Z","timestamp":1559026806000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s00291-015-0397-8"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2015,4,26]]},"references-count":41,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2015,7]]}},"alternative-id":["397"],"URL":"https:\/\/doi.org\/10.1007\/s00291-015-0397-8","relation":{},"ISSN":["0171-6468","1436-6304"],"issn-type":[{"value":"0171-6468","type":"print"},{"value":"1436-6304","type":"electronic"}],"subject":[],"published":{"date-parts":[[2015,4,26]]}}}