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/10.1007/s11009-011-9237-8

Publication URI: http://dx.doi.org/10.1007/s11009-011-9237-8

Type: Journal Article/Review

Parent Publication: Methodology and Computing in Applied Probability

Issue: 1