Estimating the asymptotic variance with batch means (Q1183382): Difference between revisions
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| Property / cites work: Simulation Output Analysis Using Standardized Time Series / rank | |||
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| Property / cites work: The asymptotic validity of sequential stopping rules for stochastic simulations / rank | |||
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Revision as of 15:47, 15 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the asymptotic variance with batch means |
scientific article |
Statements
Estimating the asymptotic variance with batch means (English)
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28 June 1992
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consistency
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batch-means estimation procedure
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asymptotic variance
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number of batches
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run length
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sequential stopping rules
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