Monte Carlo error estimation for multivariate Markov chains
type: Item
instance of: scholarly article
title: Monte Carlo error estimation for multivariate Markov chains
zbMATH Open document ID: 0978.62071
DOI: 10.1016/S0167-7152(99)00090-5
author: Michael R. Kosorok
published in: Statistics \& Probability Letters
publication date: 2002-02-05T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 65C40
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 1395084
zbMATH Keywords: autocovariance estimators
zbMATH Keywords: greatest convex minorants
zbMATH Keywords: Markov chain Monte Carlo
zbMATH Keywords: Metropolis-Hastings algorithm
zbMATH Keywords: stationary processes
zbMATH Keywords: window estimators
MaRDI profile type: Publication
cites work: Q4272783
cites work: Bayesian computation and stochastic systems. With comments and reply.
cites work: Q4272784
cites work: Monte Carlo sampling methods using Markov chains and their applications
cites work: Equation of State Calculations by Fast Computing Machines
cites work: Q3323077
cites work: Q4272782
description: scientific article; zbMATH DE number 1395084