Markov-normal analysis of iterative simulations before their convergence (Q1126461)

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Markov-normal analysis of iterative simulations before their convergence
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    Markov-normal analysis of iterative simulations before their convergence (English)
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    24 July 1997
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    iterative simulations
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    EM algorithm
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    Markov chain Monte Carlo
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    multivariate t distribution
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    time series
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    Gibbs sampler
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    Markov chain
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    mean
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    covariance matrix
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    Markov-Normal restarting procedure
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    nearly normal
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