A Finite-Memory Algorithm for Batch Means Estimators in Simulation Output Analysis
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Publication:5347715
DOI10.1109/TAC.2011.2106830zbMath1368.93692OpenAlexW2156786300MaRDI QIDQ5347715
Publication date: 25 August 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.2011.2106830
Non-Markovian processes: estimation (62M09) Estimation and detection in stochastic control theory (93E10)
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