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Kolmogorov–Smirnov, Fluctuation, and Z<sub><i>g</i></sub>Tests for Convergence of Markov Chain Monte Carlo Draws - MaRDI portal

Kolmogorov–Smirnov, Fluctuation, and Z<sub><i>g</i></sub>Tests for Convergence of Markov Chain Monte Carlo Draws (Q5451149)

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scientific article; zbMATH DE number 5250478
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English
Kolmogorov–Smirnov, Fluctuation, and Z<sub><i>g</i></sub>Tests for Convergence of Markov Chain Monte Carlo Draws
scientific article; zbMATH DE number 5250478

    Statements

    Kolmogorov–Smirnov, Fluctuation, and Z<sub><i>g</i></sub>Tests for Convergence of Markov Chain Monte Carlo Draws (English)
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    18 March 2008
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    federal funds rates
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    fluctuation test
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    Geweke's test
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    Kolmogorov-Smirnov test
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    Markov chain Monte Carlo draws
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