—The objective of this paper is to study how algorithms of optimization affect the parametersestimation of Autoregressive AR(1)Models. In our research we have represented the AR...
We discuss ASAP3, a refinement of the batch means algorithms ASAP and ASAP2. ASAP3 is a sequential procedure designed to produce a confidence-interval estimator for the expected r...
Natalie M. Steiger, Emily K. Lada, James R. Wilson...