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    2007
    139views Modeling And Simulation» more  WSC 2007»
    Folded standardized time series area variance estimators for simulation
    14 years 2 months ago
    Folded standardized time series area variance estimators for simulation
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    We estimate the variance parameter of a stationary simulation-generated process using “folded” versions of standardized time series area estimators. We formulate improved vari...
    Claudia Antonini, Christos Alexopoulos, David Gold...
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