Properties of Standardized Time Series Weighted Area Variance Estimators
Publication:3203858
DOI10.1287/mnsc.36.5.602zbMath0716.62038OpenAlexW2065755655MaRDI QIDQ3203858
David Goldsman, Marc S. Meketon, Lee W. Schruben
Publication date: 1990
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.36.5.602
asymptotic biasstandardized time seriessimulation output analysisasymptotically valid confidence interval estimatorsbias of the weighted area variance estimatorcontinuous-time stationary stochastic processmean of a stationary stochastic process
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Monte Carlo methods (65C05)
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