Properties of batch means from stationary ARMA time series

DOI10.1016/0167-6377(87)90005-8zbMath0614.62114OpenAlexW2055524111MaRDI QIDQ1819875

Keebom Kang, Bruce W. Schmeiser

Publication date: 1987

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(87)90005-8

zbMATH Keywords

ARMAclosed-form expressioncorrelation structuresaggregated time seriesautoregressive moving- averagebatch-means process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

On coverage probability, independence and normality in batch means algorithms ⋮ Designing \(\overline X\) charts for known autocorrelations and unknown marginal distribution

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