Estimating the asymptotic variance with batch means (Q1183382): Difference between revisions
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scientific article
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English | Estimating the asymptotic variance with batch means |
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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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