Estimation of the Asymptotic Variance in the CLT for Markov Chains
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Publication:4431305
DOI10.1081/STM-120025399zbMath1042.60039MaRDI QIDQ4431305
Publication date: 19 October 2003
Published in: Stochastic Models (Search for Journal in Brave)
functional central limit theorem; asymptotic variance; MCMC simulation; convergence of Markov chains
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