On the dispersion matrix of variance estimators of the sample mean in the analysis of simulation output (Q1105303): Difference between revisions

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Latest revision as of 17:59, 18 June 2024

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On the dispersion matrix of variance estimators of the sample mean in the analysis of simulation output
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    On the dispersion matrix of variance estimators of the sample mean in the analysis of simulation output (English)
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    1988
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    standardized-time-series estimators
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    stochastic simulation
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    variance of point estimators
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    steady-state autocorrelated process
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    variance of the sample mean
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    dispersion matrix
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    quadratic forms
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    overlapping-batch-means estimators
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    steady-state first-order autoregressive and moving-average data
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    Identifiers

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