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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English | 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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