Variance reduction through smoothing and control variates for markov chain simulations

Authors
Sigrun Andradottir Daniel P.Heyman Teunis J.Ott
Citation
Sigrun Andradottir et al., Variance reduction through smoothing and control variates for markov chain simulations, ACM transactions on modeling and computer simulation Transactions on modeling and computer simulation;Association for Computing Machinery transactions on modeling and computer simulation;TOMACS , 3(3), 1993, pp. 167-189
Journal title
ACM transactions on modeling and computer simulation Transactions on modeling and computer simulation;Association for Computing Machinery transactions on modeling and computer simulation;TOMACS → ACNP
ISSN journal
10493301
Volume
3
Issue
3
Year of publication
1993
Pages
167 - 189
Database
ACNP
SICI code