Variance Estimation Based on Invariance Principles (Q2785878): Difference between revisions

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Property / author: Josef G. Steinebach / rank
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Property / full work available at URL: https://doi.org/10.1080/02331889508802507 / rank
 
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Property / cites work: Invariance principles for changepoint problems / rank
 
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Property / cites work: Invariance principles for renewal processes / rank
 
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Property / cites work
 
Property / cites work: A new class of strongly consistent variance estimators for steady-state simulations / rank
 
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Property / cites work: On the increments of Wiener and related processes / rank
 
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Property / cites work
 
Property / cites work: On extreme value asymptotics for increments of renewal processes / rank
 
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Latest revision as of 10:55, 27 May 2024

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Variance Estimation Based on Invariance Principles
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    Variance Estimation Based on Invariance Principles (English)
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    3 June 1997
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    consistent variance estimation
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    renewal process
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    extreme value asymptotics
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    increments of Wiener processes
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    invariance principles
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    change point test
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    AMOC renewal model
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    convergence rates
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