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

MLA

Saptarshi Chakraborty, et al. “Estimating Accuracy of the MCMC Variance Estimator: Asymptotic Normality for Batch Means Estimators.” Statistics & Probability Letters, vol. 183, Apr. 2022, p. 109337. EBSCOhost, https://doi.org/10.1016/j.spl.2021.109337.

APA

Saptarshi Chakraborty, Suman K. Bhattacharya, & Kshitij Khare. (2022). Estimating accuracy of the MCMC variance estimator: Asymptotic normality for batch means estimators. Statistics & Probability Letters, 183, 109337. https://doi.org/10.1016/j.spl.2021.109337

Chicago

Saptarshi Chakraborty, Suman K. Bhattacharya, and Kshitij Khare. 2022. “Estimating Accuracy of the MCMC Variance Estimator: Asymptotic Normality for Batch Means Estimators.” Statistics & Probability Letters 183 (April): 109337. doi:10.1016/j.spl.2021.109337.