A martingale decomposition for quadratic forms of Markov chains (with applications)
Year of publication: |
2014
|
---|---|
Authors: | Atchadé, Yves F. ; Cattaneo, Matias D. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 124.2014, 1, p. 646-677
|
Publisher: |
Elsevier |
Subject: | Central limit theorems | Markov chains | Markov chain Monte Carlo | Martingale approximations | Quadratic forms | U-statistics |
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