7 search results - page 2 / 2 » Folded standardized time series area variance estimators for... |
WSC
1997
13 years 8 months ago
1997
Given a stationary simulation process with unknown mean µ , interest frequently lies in, and various methods exist for, developing estimates and confidence intervals for µ . Typ...
IOR
2008
13 years 7 months ago
2008
We introduce and study a randomized quasi-Monte Carlo method for estimating the state distribution at each step of a Markov chain. The number of steps in the chain can be random an...