Efficient shape-constrained inference for the autocovariance sequence from a reversible Markov chain
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Publication:6183871
DOI10.1214/23-aos2335arXiv2207.12705OpenAlexW4390055437MaRDI QIDQ6183871
Publication date: 4 January 2024
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2207.12705
Markov chain Monte Carloasymptotic varianceshape-constrained inferenceautocovariance sequence estimation
Computational methods in Markov chains (60J22) Nonparametric estimation (62G05) Discrete-time Markov processes on general state spaces (60J05)
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