Pages that link to "Item:Q3203858"
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The following pages link to Properties of Standardized Time Series Weighted Area Variance Estimators (Q3203858):
Displayed 8 items.
- An improved standardized time series Durbin-Watson variance estimator for steady-state simulation (Q833606) (← links)
- Folded overlapping variance estimators for simulation (Q1926714) (← links)
- Linear combinations of overlapping variance estimators for simulation (Q2457259) (← links)
- BOUNDARY CROSSING PROBABILITIES FOR THE CUMULATIVE SAMPLE MEAN (Q4629424) (← links)
- Estimation Methods for Delays in Non-regenerative Discrete-Event Systems (Q4798098) (← links)
- Variance estimation and sequential stopping in steady-state simulations using linear regression (Q5176917) (← links)
- Combining standardized time series area and Cramér–von Mises variance estimators (Q5436958) (← links)
- Strong invariance principles for ergodic Markov processes (Q6200877) (← links)