SCOPUS 정보 검색 플랫폼

Volumn 46, Issue 1, 2000, Pages 85-93

Monte Carlo error estimation for multivariate Markov chains

a UNIVERSITY OF WISCONSIN MADISON (United States)

Author keywords

Autocovariance estimators; Greatest convex minorants; Markov chain Monte Carlo; Metropolis Hastings algorithm; Stationary processes; Window estimators

Indexed keywords

EID: 0011715221 PISSN: 01677152 EISSN: None Source Type: Journal
DOI: 10.1016/s0167-7152(99)00090-5 Document Type: Article

Times cited : (25)

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