On the dispersion matrix of variance estimators of the sample mean in the analysis of simulation output (Q1105303)
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scientific article; zbMATH DE number 4058661
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the dispersion matrix of variance estimators of the sample mean in the analysis of simulation output |
scientific article; zbMATH DE number 4058661 |
Statements
On the dispersion matrix of variance estimators of the sample mean in the analysis of simulation output (English)
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1988
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standardized-time-series estimators
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stochastic simulation
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variance of point estimators
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steady-state autocorrelated process
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variance of the sample mean
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dispersion matrix
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quadratic forms
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overlapping-batch-means estimators
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steady-state first-order autoregressive and moving-average data
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