Unbiased time-average estimators for markov chains
Nabil Kahalé
| Year of publication: |
2024
|
|---|---|
| Authors: | Kahalé, Nabil |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 49.2024, 4, p. 2136-2165
|
| Subject: | Markov chain | multilevel Monte Carlo | steady state | time-average estimator | unbiased estimator | Markov-Kette | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Wahrscheinlichkeitsrechnung | Probability theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2022.0326 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015197819