Cramér-von Mises Variance Estimators for Simulations

DOI10.1287/opre.47.2.299zbMath1032.62074MaRDI QIDQ2770111

David Goldsman, Andrew F. Seila, Keebom Kang

Publication date: 7 February 2002

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.47.2.299

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M09: Non-Markovian processes: estimation

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