Large-sample normality of the batch-means variance estimator
type: Item
instance of: scholarly article
title: Large-sample normality of the batch-means variance estimator
zbMATH Open document ID: 1009.62072
DOI: 10.1016/S0167-6377(02)00156-6
author: Yanyan Li
published in: Operations Research Letters
publication date: 2003-04-02T00:00:00Z
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 1891060
zbMATH Keywords: stationary processes
zbMATH Keywords: variance estimation
zbMATH Keywords: batch-means estimator
zbMATH Keywords: steady-state simulation
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1891060