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Estimating the asymptotic variance with batch means - MaRDI portal

Estimating the asymptotic variance with batch means (Q1183382)

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scientific article; zbMATH DE number 33250
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English
Estimating the asymptotic variance with batch means
scientific article; zbMATH DE number 33250

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    Estimating the asymptotic variance with batch means (English)
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    28 June 1992
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    consistency
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    batch-means estimation procedure
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    asymptotic variance
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    number of batches
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    run length
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    sequential stopping rules
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