CLTs and asymptotic variance of time-sampled Markov chains (2011)

First Author: Latuszynski K

Attributed to: Inference for Diffusions and Related Processes funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1102.2171

Publication URI: https://arxiv.org/abs/1102.2171

Type: Preprint