Large-sample normality of the batch-means variance estimator (Q1866993)

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scientific article; zbMATH DE number 1891060
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    Large-sample normality of the batch-means variance estimator
    scientific article; zbMATH DE number 1891060

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      Large-sample normality of the batch-means variance estimator (English)
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      2 April 2003
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      stationary processes
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      variance estimation
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      batch-means estimator
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      steady-state simulation
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