A markov chain monte carlo convergence diagnostic using subsampling

Journal of Computational and Graphical Statistics

Volumn 8, Issue 3, 1999, Pages 431-451

  Giakoumatos, S G ^a   Vrontos, I D ^a   Dellaportas, P ^a   Politis, D N ^b  

^a ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Asymptotic stationarity; Confidence regions; Strong mixing

Indexed keywords

EID: 0033245945     PISSN: 10618600     EISSN: 15372715     Source Type: Journal    
DOI: 10.1080/10618600.1999.10474825     Document Type: Article

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