Run length not required: optimal-MSE dynamic batch means estimators for steady-state simulations (Q2355813)
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scientific article; zbMATH DE number 6466351
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| English | Run length not required: optimal-MSE dynamic batch means estimators for steady-state simulations |
scientific article; zbMATH DE number 6466351 |
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Run length not required: optimal-MSE dynamic batch means estimators for steady-state simulations (English)
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28 July 2015
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variance of the sample mean
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simulation
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batch means estimator
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optimal batch size
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mean-squared-error
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0.8592093586921692
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0.8590590357780457
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0.8450764417648315
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0.7945137023925781
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0.7945137023925781
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