Estimation of the Asymptotic Variance in the CLT for Markov Chains (Q4431305)

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scientific article; zbMATH DE number 1994502
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Estimation of the Asymptotic Variance in the CLT for Markov Chains
scientific article; zbMATH DE number 1994502

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    Estimation of the Asymptotic Variance in the CLT for Markov Chains (English)
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    19 October 2003
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    convergence of Markov chains
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    functional central limit theorem
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    asymptotic variance
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    MCMC simulation
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