An Investigation of Finite-Sample Behavior of Confidence Interval Estimators
Publication:4015478
DOI10.1287/opre.40.5.898zbMath0753.62062OpenAlexW1977622055MaRDI QIDQ4015478
Robert G. Sargent, David Goldsman, Keebom Kang
Publication date: 5 January 1993
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.40.5.898
meanvarianceconvergence propertiescoverage probabilityexpected valuestationary time seriesdiscrete-event simulationstationary discrete processsmall-sample behaviorstandardized time seriesoverlapping batch meansconfidence interval estimatorsnonoverlapping batch means
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Non-Markovian processes: estimation (62M09) Probabilistic methods, stochastic differential equations (65C99)
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