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Variance of the Sample Mean: Properties and Graphs of Quadratic-Form Estimators - MaRDI portal

Variance of the Sample Mean: Properties and Graphs of Quadratic-Form Estimators (Q4202454)

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scientific article; zbMATH DE number 404783
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Variance of the Sample Mean: Properties and Graphs of Quadratic-Form Estimators
scientific article; zbMATH DE number 404783

    Statements

    Variance of the Sample Mean: Properties and Graphs of Quadratic-Form Estimators (English)
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    24 November 1993
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    stochastic simulation
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    covariance-stationary process
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    variance sample mean
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    spectral estimators
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    standardized time series estimators
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    data reversibility
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    location invariance
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    estimator bias
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    nonnegativity
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    quadratic-form estimators
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    nonoverlapping batch means
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    overlapping batches
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