Run length not required: optimal-MSE dynamic batch means estimators for steady-state simulations (Q2355813)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Run length not required: optimal-MSE dynamic batch means estimators for steady-state simulations |
scientific article |
Statements
Run length not required: optimal-MSE dynamic batch means estimators for steady-state simulations (English)
0 references
28 July 2015
0 references
variance of the sample mean
0 references
simulation
0 references
batch means estimator
0 references
optimal batch size
0 references
mean-squared-error
0 references
0 references
0 references
0 references
0 references