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Strong Consistency and Other Properties of the Spectral Variance Estimator - MaRDI portal

Strong Consistency and Other Properties of the Spectral Variance Estimator (Q3989292)

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scientific article; zbMATH DE number 34389
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English
Strong Consistency and Other Properties of the Spectral Variance Estimator
scientific article; zbMATH DE number 34389

    Statements

    Strong Consistency and Other Properties of the Spectral Variance Estimator (English)
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    28 June 1992
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    spectral variance estimator of steady-state simulation output analysis
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    strong consistency
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    fixed-width confidence interval construction
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    characterization of spectral density function estimators
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    overlapping batch means-type variance estimators
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