On the validity of the batch quantile method for Markov chains (Q974998): Difference between revisions

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+Q61039809
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+Stochastic simulation: Algorithms and analysis
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+A Note on Quantiles in Large Samples
@@ Property / cites work: A Note on Quantiles in Large Samples / rank @@
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+Q4948699
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+A New Proof of the Bahadur Representation of Quantiles and an Application
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+A Liapounov bound for solutions of the Poisson equation
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+Geometric ergodicity of Metropolis algorithms
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+Markov chains and stochastic stability
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+A Batch Means Methodology for Estimation of a Nonlinear Function of a Steady-State Mean
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+A Batching Approach to Quantile Estimation in Regenerative Simulations
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