Recursive Estimation of the Variance of the Sample Average

DOI10.1145/355873.355878MaRDI QIDQ3863022zbMATH OpenOpenAlexFDO

Authors Gordon M. Clark

Publication date 1980

Published in ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/355873.355878

zbMATH Keywords

recursive estimationsample autocovariancessimulation output analysisvariance of sample averages

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Probabilistic methods, stochastic differential equations (65C99)

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