New recursive estimators of the time-average variance constant
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Cites work
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- Fixed-Width Output Analysis for Markov Chain Monte Carlo
- scientific article; zbMATH DE number 3771481 (Why is no real title available?)
- scientific article; zbMATH DE number 854587 (Why is no real title available?)
- scientific article; zbMATH DE number 3349105 (Why is no real title available?)
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- Recursive estimation of time-average variance constants
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Cited in
(8)- Weighted batch means estimators in Markov chain Monte Carlo
- Optimal difference-based variance estimators in time series: a general framework
- Recursive estimation of time-average variance constants through prewhitening
- High-order corrected estimator of asymptotic variance with optimal bandwidth
- Assessing the significance of peptide spectrum match scores
- Mean-Structure and Autocorrelation Consistent Covariance Matrix Estimation
- Principles of statistical inference in online problems
- Recursive estimation of time-average variance constants
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