On the dispersion matrix of variance estimators of the sample mean in the analysis of simulation output (Q1105303)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the dispersion matrix of variance estimators of the sample mean in the analysis of simulation output |
scientific article |
Statements
On the dispersion matrix of variance estimators of the sample mean in the analysis of simulation output (English)
0 references
1988
0 references
standardized-time-series estimators
0 references
stochastic simulation
0 references
variance of point estimators
0 references
steady-state autocorrelated process
0 references
variance of the sample mean
0 references
dispersion matrix
0 references
quadratic forms
0 references
overlapping-batch-means estimators
0 references
steady-state first-order autoregressive and moving-average data
0 references
0 references
