Markov-normal analysis of iterative simulations before their convergence.
Iterative simulation techniques are becoming standard tools in Bayesian statistics, a no-table example being the Gibbs sampler, whose draws form a Markov chain. Standard practice is to run the simulation until convergence is approached in the sense of the draws appearing to be stationary. At this...
| Publicado en: | Journal of Econometrics Vol. 75; pp. 69 - 79 |
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| Autores principales: | , |
| Formato: | Artículo |
| Publicado: |
Elsevier Science
November 1996
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| Materias: | |
| Acceso en línea: | Ver este registro en EBSCOhost |