Optimal Scaling of Discrete Approximations to Langevin Diffusions
Gareth O. Roberts and Jeffrey S. Rosenthal
- 期刊名称Journal of the Royal Statistical Society. Series B (Statistical Methodology)
- 作者Gareth O. Roberts and Jeffrey S. Rosenthal
- 卷第60卷
- 期第1期
- 印刷ISSN1369-7412
- 电子ISSN1467-9868
- 文件大小1067.30KB
- 发表时间1998
- DOI10.2307/2985986
- 页码255-268