Recursive estimation of time-average variance constants (Q835069)
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scientific article; zbMATH DE number 5599233
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| English | Recursive estimation of time-average variance constants |
scientific article; zbMATH DE number 5599233 |
Statements
Recursive estimation of time-average variance constants (English)
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27 August 2009
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central limit theorem
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consistency
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linear process
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Markov chains
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martingale
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Monte Carlo
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nonlinear time series
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recursive estimation
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spectral density
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0.9699141
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0.9401792
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0.89432514
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0.89266205
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0.8829855
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0.8790675
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0.87622106
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