Variance Estimation Based on Invariance Principles (Q2785878): Difference between revisions
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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: 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: On extreme value asymptotics for increments of renewal processes / rank | |||
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Latest revision as of 10:55, 27 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance Estimation Based on Invariance Principles |
scientific article |
Statements
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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