Mean-Square Consistency of the Variance Estimator in Steady-State Simulation Output Analysis (Q4849328): Difference between revisions
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Revision as of 01:03, 20 March 2024
scientific article; zbMATH DE number 800714
Language | Label | Description | Also known as |
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English | Mean-Square Consistency of the Variance Estimator in Steady-State Simulation Output Analysis |
scientific article; zbMATH DE number 800714 |
Statements
Mean-Square Consistency of the Variance Estimator in Steady-State Simulation Output Analysis (English)
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25 September 1995
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strong approximations
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bias
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regenerative processes
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partial-sum process
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strong invariance principle
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steady-state simulation output analysis
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mean-square consistency
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process-variance estimator
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batch means
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overlapping batch means
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standardized time series
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spaced batch means
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higher centered moments
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area variance estimators
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central limit theorems
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