Variance of the Sample Mean: Properties and Graphs of Quadratic-Form Estimators

Many commonly used estimators of the variance of the sample mean from a covariance-stationary process can be written as quadratic forms. We study the class of quadratic-form estimators algebraically and graphically, including five specific types of estimators, some from the literature and some that...

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Veröffentlicht in:	Operations research 1993-05, Vol.41 (3), p.501-517
Hauptverfasser:	Song, Wheyming Tina, Schmeiser, Bruce W
Format:	Artikel
Sprache:	eng
Schlagworte:	Algebra Autocorrelation Coefficients Estimating techniques Estimation bias Estimators Estimators for the mean Exact sciences and technology Graphs Inference from stochastic processes time series analysis Mathematics Operations research Probability and statistics Sample mean Sample size Sciences and techniques of general use Simulation simulation: statistical analysis Statistical methods Statistical variance Statistics statistics: estimation Stochastic models Time series Variance analysis
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