We estimate the variance parameter of a stationary simulation-generated process using a linear combination of overlapping standardized time series (STS) area variance estimators based on different batch sizes. We establish the linear-combination estimator's asymptotic distribution, presenting analyt
β¦ LIBER β¦
The Variance of a Linear Combination of Independent Estimators Using Estimated Weights
β Scribed by Donald B. Rubin and Sanford Weisberg
- Book ID
- 124280158
- Publisher
- Oxford University Press
- Year
- 1975
- Tongue
- English
- Weight
- 300 KB
- Volume
- 62
- Category
- Article
- ISSN
- 0006-3444
- DOI
- 10.2307/2335540
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