Exact expected values of variance estimators for simulation (Q5436960)
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scientific article; zbMATH DE number 5227953
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact expected values of variance estimators for simulation |
scientific article; zbMATH DE number 5227953 |
Statements
Exact expected values of variance estimators for simulation (English)
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18 January 2008
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stationary process
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variance estimation
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nonoverlapping batch means
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overlapping batch means
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standardized time series
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AR(1) processes
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