Estimating Time Averages via Randomly-Spaced Observations

DOI10.1137/0147011zbMath0611.62113OpenAlexW2044642718MaRDI QIDQ3750863

Bennett L. Fox, Peter W. Glynn

Publication date: 1987

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0147011

zbMATH Keywords

confidence intervalsdiscrete-event systemscentral limit theoremsConsistencypoint-processcontinuous-time averageseffective bias- reducing jackkniferandomly-spaced observationssimulation methodologies

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Estimation methods for passage times using one-dependent cycles

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