Estimating the asymptotic variance with batch means (Q1183382)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimating the asymptotic variance with batch means |
scientific article |
Statements
Estimating the asymptotic variance with batch means (English)
0 references
28 June 1992
0 references
consistency
0 references
batch-means estimation procedure
0 references
asymptotic variance
0 references
number of batches
0 references
run length
0 references
sequential stopping rules
0 references