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Estimating accuracy of the MCMC variance estimator: Asymptotic normality for batch means estimators

Authors :
Saptarshi Chakraborty
Suman K. Bhattacharya
Kshitij Khare
Source :
Statistics & Probability Letters. 183:109337
Publication Year :
2022
Publisher :
Elsevier BV, 2022.

Subjects

Subjects :
Statistics and Probability
Statistics, Probability and Uncertainty

Details

ISSN :
01677152
Volume :
183
Database :
OpenAIRE
Journal :
Statistics & Probability Letters
Accession number :
edsair.doi...........1f2fae36c4aee701e48c86338c20ec26
Full Text :
https://doi.org/10.1016/j.spl.2021.109337
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