scientific article; zbMATH DE number 849922

zbMath0839.62078MaRDI QIDQ4865936

Publication date: 4 March 1996

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

time series rates of convergence Gibbs sampler Metropolis-Hastings algorithm estimation from ergodic averages

Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Continuous-time Markov processes on discrete state spaces (60J27)

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