Strong Consistency of Multivariate Spectral Variance Estimators

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Strong Consistency of Multivariate Spectral Variance Estimators

29 July 2015

James M. Flegal

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Papers citing "Strong Consistency of Multivariate Spectral Variance Estimators"

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Title
Relative fixed-width stopping rules for Markov chain Monte Carlo simulations James M. Flegal Lei Gong 60 37 0 01 Mar 2013
Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm Leif Johnson C. Geyer 99 52 0 27 Feb 2013
Markov Chain Monte Carlo Estimation of Quantiles Charles R. Doss James M. Flegal Galin L. Jones R. Neath 66 43 0 26 Jul 2012
On the Geometric Ergodicity of Two-Variable Gibbs Samplers Aixin Tan Galin L. Jones J. Hobert 66 16 0 21 Jun 2012
Kernel estimators of asymptotic variance for adaptive Markov chain Monte Carlo Yves F. Atchadé 62 17 0 06 Nov 2009