Formulas for the variance of the sample mean in finite state markov processes
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Publication:3889968
DOI10.1080/00949658008810424zbMath0445.62094MaRDI QIDQ3889968
Gordon B. Hazen, A. Alan B. Pritsker
Publication date: 1980
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/4442
62M05: Markov processes: estimation; hidden Markov models
65C05: Monte Carlo methods
60J27: Continuous-time Markov processes on discrete state spaces
65C99: Probabilistic methods, stochastic differential equations
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