Pages that link to "Item:Q4838078"

The following pages link to Optimal Mean-Squared-Error Batch Sizes (Q4838078):

Displaying 23 items.

• Recursive estimation of time-average variance constants through prewhitening (Q277265) (← links)
• New recursive estimators of the time-average variance constant (Q294229) (← links)
• Estimating the steady-state mean from short transient simulations (Q706919) (← links)
• An improved standardized time series Durbin-Watson variance estimator for steady-state simulation (Q833606) (← links)
• Recursive estimation of time-average variance constants (Q835069) (← links)
• Factor estimation using MCMC-based Kalman filter methods (Q961117) (← links)
• Extended dynamic partial-overlapping batch means estimators for steady-state simulations (Q1046068) (← links)
• On the estimation of optimal batch sizes in the analysis of simulation output (Q1266594) (← links)
• Efficiency and robustness in subsampling for dependent data (Q1299014) (← links)
• Batch variance estimators for the median of simulation output. (Q1306389) (← links)
• On the robustness of batching estimators. (Q1426736) (← links)
• The Song rule outperforms optimal-batch-size variance estimators in simulation output analysis (Q1719643) (← links)
• Large-sample normality of the batch-means variance estimator (Q1866993) (← links)
• Folded overlapping variance estimators for simulation (Q1926714) (← links)
• On optimal block resampling for Gaussian-subordinated long-range dependent processes (Q2112834) (← links)
• Optimal difference-based variance estimators in time series: a general framework (Q2148979) (← links)
• Run length not required: optimal-MSE dynamic batch means estimators for steady-state simulations (Q2355813) (← links)
• Batch means and spectral variance estimators in Markov chain Monte Carlo (Q2380096) (← links)
• Linear combinations of overlapping variance estimators for simulation (Q2457259) (← links)
• Batch size selection for variance estimators in MCMC (Q2671217) (← links)
• Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations (Q5129188) (← links)
• Combining standardized time series area and Cramér–von Mises variance estimators (Q5436958) (← links)
• Strong invariance principles for ergodic Markov processes (Q6200877) (← links)