Efficient shape-constrained inference for the autocovariance sequence from a reversible Markov chain (Q6183871)

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scientific article; zbMATH DE number 7783622
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Efficient shape-constrained inference for the autocovariance sequence from a reversible Markov chain
scientific article; zbMATH DE number 7783622

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    Efficient shape-constrained inference for the autocovariance sequence from a reversible Markov chain (English)
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    4 January 2024
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    Markov chain Monte Carlo
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    shape-constrained inference
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    asymptotic variance
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    autocovariance sequence estimation
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