Monte Carlo error estimation for multivariate Markov chains (Q1962124)
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scientific article; zbMATH DE number 1395084
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo error estimation for multivariate Markov chains |
scientific article; zbMATH DE number 1395084 |
Statements
Monte Carlo error estimation for multivariate Markov chains (English)
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5 February 2002
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autocovariance estimators
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greatest convex minorants
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Markov chain Monte Carlo
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Metropolis-Hastings algorithm
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stationary processes
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window estimators
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