Standardized Time Series Lp-Norm Variance Estimators for Simulations

DOI10.1287/mnsc.44.2.234zbMath1180.62126OpenAlexW2099898794MaRDI QIDQ2783786

Daniel H. Ockerman, Gamze Tokol, James J. Swain, David Goldsman

Publication date: 16 October 2002

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.44.2.234

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

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