In this paper, the conservative Monte Carlo error estimation methods and theory developed in Geyer (1992a, Statist. Sci. 7, 473-483) are extended from univariate to multivariate Markov chain applications. A small simulation study demonstrates the feasibility of the proposed estimators.
Error estimation for time-dependent Monte Carlo leakage spectra
β Scribed by H. Kschwendt
- Book ID
- 107807595
- Publisher
- Elsevier Science
- Year
- 1969
- Weight
- 410 KB
- Volume
- 23
- Category
- Article
- ISSN
- 0022-3107
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π SIMILAR VOLUMES
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