Title of article :
Monte Carlo error estimation for multivariate Markov chains
Author/Authors :
Michael R. Kosorok، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2000
Keywords :
Autocovariance estimators , Greatest convex minorants , Markov chain Monte Carlo , Metropolis{Hastings algo-rithm , Stationary processes , Window estimators
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters