Variance estimation and sequential stopping in steady-state simulations using linear regression (Q5176917): Difference between revisions

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Latest revision as of 18:39, 9 July 2024

scientific article; zbMATH DE number 6411484
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English
Variance estimation and sequential stopping in steady-state simulations using linear regression
scientific article; zbMATH DE number 6411484

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    Variance estimation and sequential stopping in steady-state simulations using linear regression (English)
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    5 March 2015
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    stationary processes
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    regression
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    simulation
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    stopping rule
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    variance estimation
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