DOI10.1016/S0167-7152(99)00142-XzbMath0979.62013MaRDI QIDQ1975358
Mario Peruggia, Steven N. MacEachern
Publication date: 18 February 2002 Published in: Statistics \& Probability Letters (Search for Journal in Brave)
zbMATH Keywords
estimation; Markov chains; Monte Carlo; efficiency; stationary time series
Mathematics Subject Classification ID
62F15: Bayesian inference
65C40: Numerical analysis or methods applied to Markov chains