PHASE RANDOMIZATION: A CONVERGENCE DIAGNOSTIC TEST FOR MCMC

DOI10.1111/J.1467-842X.2005.00396.XzbMath1127.62083WikidataQ56994651 ScholiaQ56994651MaRDI QIDQ5438574

Darfiana Nur, Rodney Carl Wolff, Kerrie L. Mengersen

Publication date: 24 January 2008

Published in: Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

nonlinear time seriesMetropolis-Hastingscardiac surgery

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (1)

Phase randomisation: numerical study of higher cumulants behaviour.

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