Kernel estimators of asymptotic variance for adaptive Markov chain Monte Carlo (Q548543): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+On the ergodicity properties of some adaptive MCMC algorithms
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+An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift
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+Limit theorems for some adaptive MCMC algorithms with subgeometric kernels
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+On adaptive Markov chain Monte Carlo algorithms
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+Renewal theory and computable convergence rates for geometrically erdgodic Markov chains
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+Fractionally integrated generalized autoregressive conditional heteroskedasticity
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+Mean-Square Consistency of the Variance Estimator in Steady-State Simulation Output Analysis
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+A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION  CONSISTENT COVARIANCE MATRIX ESTIMATORS
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+Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
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+Batch means and spectral variance estimators in Markov chain Monte Carlo
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+An adaptive Metropolis algorithm
@@ Property / cites work: An adaptive Metropolis algorithm / rank @@
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+Q3911791
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+Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes
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+Geometric ergodicity of Metropolis algorithms
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+ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS
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+Markov chains and stochastic stability
@@ Property / cites work: Markov chains and stochastic stability / rank @@
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+Regeneration in Markov Chain Samplers
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+Automatic Lag Selection in Covariance Matrix Estimation
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+On the ergodicity of the adaptive Metropolis algorithm on unbounded domains
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+A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS
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+Publication:548543