Perfect Forward Simulation via Simulated Tempering (Q5481741)

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scientific article; zbMATH DE number 5045085
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    Perfect Forward Simulation via Simulated Tempering
    scientific article; zbMATH DE number 5045085

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      Perfect Forward Simulation via Simulated Tempering (English)
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      10 August 2006
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      autoregressive time series
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      band-return data
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      coupling from the past
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      regeneration
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      reversible jumping MCMC
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      small sets
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      Markov chain Monte Carlo (MCMC) scheme
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