Pages that link to "Item:Q5436958"
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The following pages link to Combining standardized time series area and Cramér–von Mises variance estimators (Q5436958):
Displaying 12 items.
- An improved standardized time series Durbin-Watson variance estimator for steady-state simulation (Q833606) (← links)
- A new class of strongly consistent variance estimators for steady-state simulations (Q1110224) (← links)
- The Song rule outperforms optimal-batch-size variance estimators in simulation output analysis (Q1719643) (← links)
- Folded overlapping variance estimators for simulation (Q1926714) (← links)
- Linear combinations of overlapping variance estimators for simulation (Q2457259) (← links)
- Efficient computation of overlapping variance estimators for simulation (Q2892343) (← links)
- Properties of Standardized Time Series Weighted Area Variance Estimators (Q3203858) (← links)
- Overlapping Variance Estimators for Simulation (Q3392136) (← links)
- Ranking and Selection Techniques with Overlapping Variance Estimators for Simulations (Q3652767) (← links)
- Consistency of several variants of the standardized time series area variance estimator (Q4859574) (← links)
- Variance estimation and sequential stopping in steady-state simulations using linear regression (Q5176917) (← links)
- Combining standardized time series area and Cramér–von Mises variance estimators (Q5436958) (← links)
