Estimating accuracy of the MCMC variance estimator: asymptotic normality for batch means estimators (Q2667588)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating accuracy of the MCMC variance estimator: asymptotic normality for batch means estimators |
scientific article |
Statements
Estimating accuracy of the MCMC variance estimator: asymptotic normality for batch means estimators (English)
0 references
4 March 2022
0 references
MCMC variance
0 references
batch means estimator
0 references
asymptotic normality
0 references
