Pages that link to "Item:Q3989292"

The following pages link to Strong Consistency and Other Properties of the Spectral Variance Estimator (Q3989292):

Displaying 10 items.

• New recursive estimators of the time-average variance constant (Q294229) (← links)
• Asymptotically valid single-stage multiple-comparison procedures (Q998989) (← links)
• Weighted batch means estimators in Markov chain Monte Carlo (Q1616318) (← links)
• Statistical inference for model parameters in stochastic gradient descent (Q2176618) (← links)
• Batch means and spectral variance estimators in Markov chain Monte Carlo (Q2380096) (← links)
• Estimating accuracy of the MCMC variance estimator: asymptotic normality for batch means estimators (Q2667588) (← links)
• Batch size selection for variance estimators in MCMC (Q2671217) (← links)
• Globally Centered Autocovariances in MCMC (Q5057073) (← links)
• Efficient shape-constrained inference for the autocovariance sequence from a reversible Markov chain (Q6183871) (← links)
• Strong invariance principles for ergodic Markov processes (Q6200877) (← links)