Cramér-von Mises Variance Estimators for Simulations
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Publication:2770111
DOI10.1287/opre.47.2.299zbMath1032.62074OpenAlexW2030494882MaRDI QIDQ2770111
David Goldsman, Keebom Kang, Andrew F. Seila
Publication date: 7 February 2002
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.47.2.299
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)
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