Variance reduction for additive functionals of Markov chains via martingale representations
Crossref DOI link: https://doi.org/10.1007/s11222-021-10073-z
Published Online: 2022-01-27
Published Print: 2022-02-15
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Belomestny, D.
Moulines, E.
Samsonov, S. http://orcid.org/0000-0002-0203-2028
Text and Data Mining valid from 2022-01-27
Version of Record valid from 2022-01-27
Article History
Received: 9 December 2020
Accepted: 6 December 2021
First Online: 27 January 2022