CLTs and asymptotic variance of time-sampled Markov chains (Q1945602): Difference between revisions

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+A New Approach to the Limit Theory of Recurrent Markov Chains
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+Renewal theory and computable convergence rates for geometrically erdgodic Markov chains
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+A regeneration proof of the central limit theorem for uniformly ergodic Markov chains
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+Exact simulation of diffusions
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+Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)
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+Retrospective exact simulation of diffusion sample paths with applications
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+A factorisation of diffusion measure and finite sample path constructions
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+Q3999065
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+On variance conditions for Markov chain CLTs
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+Monte Carlo sampling methods using Markov chains and their applications
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+On the Markov chain central limit theorem
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+Fixed-Width Output Analysis for Markov Chain Monte Carlo
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+Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
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+Rigorous confidence bounds for MCMC under a geometric drift condition
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+Simulating events of unknown probabilities via reverse time martingales
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+Markov chains and stochastic stability
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+A splitting technique for Harris recurrent Markov chains
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+Optimum Monte-Carlo sampling using Markov chains
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+Geometric ergodicity and hybrid Markov chains
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+General state space Markov chains and MCMC algorithms
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+Variance bounding Markov chains
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+Asymptotic Variance and Convergence Rates of Nearly-Periodic Markov Chain Monte Carlo Algorithms
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+Geometric convergence rates for time-sampled Markov chains
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+A note on Metropolis-Hastings kernels for general state spaces
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