Properties of Batched Quadratic-Form Variance Parameter Estimators for Simulations

DOI10.1287/ijoc.13.2.149.10518zbMath1238.62097OpenAlexW2151318511MaRDI QIDQ2884501

Christos Alexopoulos, Gamze Tokol, David Goldsman

Publication date: 30 May 2012

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.13.2.149.10518

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09)

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