Standardized Time Series Lp-Norm Variance Estimators for Simulations
From MaRDI portal
Publication:2783786
DOI10.1287/mnsc.44.2.234zbMath1180.62126MaRDI QIDQ2783786
Daniel H. Ockerman, Gamze Tokol, James J. Swain, David Goldsman
Publication date: 16 October 2002
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.44.2.234
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M09: Non-Markovian processes: estimation
Related Items
Multiple-comparison procedures for steady-state simulations, Student t-tests and compound tests to detect transients in simulated time series