Pages that link to "Item:Q4849328"
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The following pages link to Mean-Square Consistency of the Variance Estimator in Steady-State Simulation Output Analysis (Q4849328):
Displaying 14 items.
- Markov chain Monte Carlo confidence intervals (Q282567) (← links)
- New recursive estimators of the time-average variance constant (Q294229) (← links)
- Kernel estimators of asymptotic variance for adaptive Markov chain Monte Carlo (Q548543) (← links)
- An improved standardized time series Durbin-Watson variance estimator for steady-state simulation (Q833606) (← links)
- Batch variance estimators for the median of simulation output. (Q1306389) (← links)
- Large-sample normality of the batch-means variance estimator (Q1866993) (← links)
- Folded overlapping variance estimators for simulation (Q1926714) (← links)
- Batch means and spectral variance estimators in Markov chain Monte Carlo (Q2380096) (← links)
- Batch size selection for variance estimators in MCMC (Q2671217) (← links)
- Data-Based Choice of Batch Size for Simulation Output Analysis (Q4420120) (← links)
- Globally Centered Autocovariances in MCMC (Q5057073) (← links)
- Overlapping Batches for the Assessment of Solution Quality in Stochastic Programs (Q5270742) (← links)
- Combining standardized time series area and Cramér–von Mises variance estimators (Q5436958) (← links)
- Strong invariance principles for ergodic Markov processes (Q6200877) (← links)
