Variance reduction for additive functionals of Markov chains via martingale representations
From MaRDI portal
Publication:2114045
DOI10.1007/s11222-021-10073-zzbMath1482.62003arXiv1903.07373MaRDI QIDQ2114045
Eric Moulines, Denis Belomestny, S. P. Samsonov
Publication date: 14 March 2022
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1903.07373
62-08: Computational methods for problems pertaining to statistics