Large-sample normality of the batch-means variance estimator
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Publication:1866993
DOI10.1016/S0167-6377(02)00156-6zbMath1009.62072MaRDI QIDQ1866993
Publication date: 2 April 2003
Published in: Operations Research Letters (Search for Journal in Brave)
Cites Work
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- Estimation of the mean of a stationary time series by sampling