Monte Carlo error estimation for multivariate Markov chains (Q1962124)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo error estimation for multivariate Markov chains |
scientific article |
Statements
Monte Carlo error estimation for multivariate Markov chains (English)
0 references
5 February 2002
0 references
autocovariance estimators
0 references
greatest convex minorants
0 references
Markov chain Monte Carlo
0 references
Metropolis-Hastings algorithm
0 references
stationary processes
0 references
window estimators
0 references
