Lugsail lag windows for estimating time-average covariance matrices (Q5102501)
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scientific article; zbMATH DE number 7582649
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lugsail lag windows for estimating time-average covariance matrices |
scientific article; zbMATH DE number 7582649 |
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Lugsail lag windows for estimating time-average covariance matrices (English)
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8 September 2022
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batch means estimator
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lag window
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Markov chain Monte Carlo
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spectral variance
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