Kolmogorov–Smirnov, Fluctuation, and Z<sub><i>g</i></sub>Tests for Convergence of Markov Chain Monte Carlo Draws (Q5451149)
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scientific article; zbMATH DE number 5250478
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| English | Kolmogorov–Smirnov, Fluctuation, and Z<sub><i>g</i></sub>Tests for Convergence of Markov Chain Monte Carlo Draws |
scientific article; zbMATH DE number 5250478 |
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Kolmogorov–Smirnov, Fluctuation, and Z<sub><i>g</i></sub>Tests for Convergence of Markov Chain Monte Carlo Draws (English)
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18 March 2008
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federal funds rates
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fluctuation test
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Geweke's test
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Kolmogorov-Smirnov test
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Markov chain Monte Carlo draws
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0.7572650909423828
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0.7397489547729492
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0.7347772717475891
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0.7281220555305481
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