Overlapping Variance Estimators for Simulation
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Publication:3392136
DOI10.1287/opre.1070.0475zbMath1167.62390MaRDI QIDQ3392136
Nilay Tanık Argon, Christos Alexopoulos, David Goldsman, James R. Wilson, Gamze Tokol
Publication date: 13 August 2009
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.1070.0475
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
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