Monte Carlo error estimation for multivariate Markov chains (Q1962124): Difference between revisions

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Latest revision as of 11:30, 29 May 2024

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Monte Carlo error estimation for multivariate Markov chains
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    Monte Carlo error estimation for multivariate Markov chains (English)
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    5 February 2002
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    autocovariance estimators
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    greatest convex minorants
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    Markov chain Monte Carlo
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    Metropolis-Hastings algorithm
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    stationary processes
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    window estimators
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