Estimating Time Averages via Randomly-Spaced Observations

DOI10.1137/0147011zbMATH Open0611.62113OpenAlexW2044642718MaRDI QIDQ3750863FDOQ3750863

Authors: Bennett L. Fox, Peter W. Glynn 

Publication date: 1987

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0147011

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zbMATH Keywords

confidence intervalsdiscrete-event systemscentral limit theoremsConsistencypoint-processcontinuous-time averageseffective bias- reducing jackkniferandomly-spaced observationssimulation methodologies

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cited In (4)

• Estimation methods for passage times using one-dependent cycles
• Event and time averages: a review
• Mean completion time for a randomly varying rate of work
• Asymptotic time averages and frequency distributions

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