New recursive estimators of the time-average variance constant (Q294229)
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scientific article; zbMATH DE number 6591371
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| English | New recursive estimators of the time-average variance constant |
scientific article; zbMATH DE number 6591371 |
Statements
New recursive estimators of the time-average variance constant (English)
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10 June 2016
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batch means
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long-run variance
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physical dependence measure
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predictive dependence measure
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sequential estimation
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0.9332686066627502
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0.87882000207901
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0.7870725989341736
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0.7811805009841919
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0.7312399744987488
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