Optimal Mean-Squared-Error Batch Sizes (Q4838078)
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scientific article; zbMATH DE number 770374
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Mean-Squared-Error Batch Sizes |
scientific article; zbMATH DE number 770374 |
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Optimal Mean-Squared-Error Batch Sizes (English)
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30 August 1995
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sum of autocorrelations
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simulation output analysis
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overlapping batch means
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standardized time series
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estimating variance of sample mean
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mean squared error
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convergence rate
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bias
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marginal variance
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optimal batch size
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robustness
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quadratic-form estimators
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asymptotic batch-size approximation
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