Estimation of the Asymptotic Variance in the CLT for Markov Chains (Q4431305): Difference between revisions

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Property / author: Jean Diebolt / rank
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Property / full work available at URL: https://doi.org/10.1081/stm-120025399 / rank
 
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Latest revision as of 11:03, 30 July 2024

scientific article; zbMATH DE number 1994502
Language Label Description Also known as
English
Estimation of the Asymptotic Variance in the CLT for Markov Chains
scientific article; zbMATH DE number 1994502

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    Estimation of the Asymptotic Variance in the CLT for Markov Chains (English)
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    19 October 2003
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    convergence of Markov chains
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    functional central limit theorem
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    asymptotic variance
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    MCMC simulation
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