New recursive estimators of the time-average variance constant
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Cites work
- scientific article; zbMATH DE number 3771481 (Why is no real title available?)
- scientific article; zbMATH DE number 854587 (Why is no real title available?)
- scientific article; zbMATH DE number 3349105 (Why is no real title available?)
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- Batch means and spectral variance estimators in Markov chain Monte Carlo
- Block length selection in the bootstrap for time series
- Convergence control methods for Markov chain Monte Carlo algorithms
- Efficient computation of overlapping variance estimators for simulation
- Estimating the asymptotic variance with batch means
- Extended dynamic partial-overlapping batch means estimators for steady-state simulations
- Fixed-Width Output Analysis for Markov Chain Monte Carlo
- Inference from iterative simulation using multiple sequences
- Large-Sample Results for Batch Means
- Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
- Mean-Square Consistency of the Variance Estimator in Steady-State Simulation Output Analysis
- Nonlinear system theory: Another look at dependence
- On the estimation of optimal batch sizes in the analysis of simulation output
- Optimal Mean-Squared-Error Batch Sizes
- Overlapping Variance Estimators for Simulation
- Practical Markov Chain Monte Carlo
- Recursive estimation of time-average variance constants
- Resampling methods for dependent data
- Run length not required: optimal-MSE dynamic batch means estimators for steady-state simulations
- Simulation Output Analysis Using Standardized Time Series
- Strong Consistency and Other Properties of the Spectral Variance Estimator
- Strong Consistency of the Variance Estimator in Steady-State Simulation Output Analysis
- Strong invariance principles for dependent random variables
- Subsampling
- The Stationary Bootstrap
- The asymptotic validity of sequential stopping rules for stochastic simulations
- The jackknife and the bootstrap for general stationary observations
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
- Time series: theory and methods.
- To batch or not to batch?
- Variance of the Sample Mean: Properties and Graphs of Quadratic-Form Estimators
Cited in
(7)- Weighted batch means estimators in Markov chain Monte Carlo
- Mean-Structure and Autocorrelation Consistent Covariance Matrix Estimation
- Recursive estimation of time-average variance constants through prewhitening
- Recursive estimation of time-average variance constants
- High-order corrected estimator of asymptotic variance with optimal bandwidth
- Optimal difference-based variance estimators in time series: a general framework
- Assessing the significance of peptide spectrum match scores
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