New recursive estimators of the time-average variance constant
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Publication:294229
DOI10.1007/s11222-015-9548-7zbMath1420.62365OpenAlexW2077633284MaRDI QIDQ294229
Publication date: 10 June 2016
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-015-9548-7
long-run variancesequential estimationbatch meansphysical dependence measurepredictive dependence measure
Analysis of algorithms and problem complexity (68Q25) Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10)
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Uses Software
Cites Work
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