Markov-Normal analysis of iterative simulations before their convergence

Journal of Econometrics

Volumn 75, Issue 1, 1996, Pages 69-78

  Liu, Chuanhai ^a   Rubin, Donald B ^b  

^a NOKIA RESEARCH CENTER   (United States)

^b HARVARD UNIVERSITY   (United States)

Author keywords

EM algorithm; Gibbs sampler; Markov chain Monte Carlo; The multi variate t distribution; Time series

Indexed keywords

EID: 0002129118     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(95)01769-0     Document Type: Article

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