Estimating the asymptotic variance with batch means (Q1183382): Difference between revisions

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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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