Phase randomisation: a convergence diagnostic test for MCMC
Download full text from publisher
More about this item
KeywordsConvergence diagnostics; higher cumulants; Markov Chain Monte Carlo; non-linear time series; stationarity; surrogate series;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:qut:dpaper:208e. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Angela Fletcher). General contact details of provider: http://edirc.repec.org/data/sequtau.html .
We have no references for this item. You can help adding them by using this form .