Publication:4865936

zbMath0839.62078MaRDI QIDQ4865936

Gareth O. Roberts

Publication date: 4 March 1996

zbMATH Keywords

time series; rates of convergence; Gibbs sampler; Metropolis-Hastings algorithm; estimation from ergodic averages

Mathematics Subject Classification ID

62M05: Markov processes: estimation; hidden Markov models

65C05: Monte Carlo methods

60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)

60J27: Continuous-time Markov processes on discrete state spaces

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