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"Variance reduction for additive functionals of Markov chains via ..."

Denis Belomestny, Eric Moulines, Sergey Samsonov (2022)

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DOI: 10.1007/S11222-021-10073-Z

access: closed

type: Journal Article

metadata version: 2022-02-08

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  - journals/sac/BelomestnyMS22
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Denis Belomestny, Eric Moulines, Sergey Samsonov:
Variance reduction for additive functionals of Markov chains via martingale representations. Stat. Comput. 32(1): 16 (2022)

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