Pages that link to "Item:Q4364353"

The following pages link to Large-Sample Results for Batch Means (Q4364353):

Displaying 12 items.

• New recursive estimators of the time-average variance constant (Q294229) (← links)
• An improved standardized time series Durbin-Watson variance estimator for steady-state simulation (Q833606) (← 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)
• A wavelet-based spectral procedure for steady-state simulation analysis (Q2503249) (← links)
• Estimating accuracy of the MCMC variance estimator: asymptotic normality for batch means estimators (Q2667588) (← links)
• USING EXCURSIONS TO ANALYZE SIMULATION OUTPUT (Q3564636) (← links)
• Variance estimation and sequential stopping in steady-state simulations using linear regression (Q5176917) (← links)
• Kernel estimation of quantile sensitivities (Q5187931) (← links)
• Combining standardized time series area and Cramér–von Mises variance estimators (Q5436958) (← links)
• Strong invariance principles for ergodic Markov processes (Q6200877) (← links)