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An Investigation of Finite-Sample Behavior of Confidence Interval Estimators - MaRDI portal

An Investigation of Finite-Sample Behavior of Confidence Interval Estimators (Q4015478)

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An Investigation of Finite-Sample Behavior of Confidence Interval Estimators
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    An Investigation of Finite-Sample Behavior of Confidence Interval Estimators (English)
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    5 January 1993
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    stationary time series
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    small-sample behavior
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    convergence properties
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    confidence interval estimators
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    mean
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    stationary discrete process
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    nonoverlapping batch means
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    overlapping batch means
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    standardized time series
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    discrete-event simulation
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    coverage probability
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    expected value
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    variance
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