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並前往https://projecteuclid.org/journals/annals-of-statistics/volume-38/issue-2/Batch-means-and-spectral-variance-estimators-in-Markov-chain-Monte/10.1214/09-AOS735.short

Batch means and spectral variance estimators in Markov ...

An MCSE is usually based on an estimate of the variance of the asymptotic normal distribution. We consider spectral and batch means methods for estimating ...

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