Large-Sample Results for Batch Means

DOI10.1287/mnsc.43.9.1288zbMath1043.90512OpenAlexW2170610685MaRDI QIDQ4364353

Chiahon Chien, Benjamin Melamed, David Goldsman

Publication date: 1997

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/8ccd6898bff1c53c13a66a77c0009f4542035a30

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Operations research and management science (90B99)

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