منابع مشابه
Estimation of Time - Average Variance Constants
For statistical inference of means of stationary processes, one needs to estimate their time-average variance constants (TAVC) or long-run variances. For a stationary process, its TAVC is the sum of all its covariances and it is a multiple of the spectral density at zero. The classical TAVC estimate which is based on batched means does not allow recursive updates and the required memory complex...
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For statistical inference of means of stationary processes, one needs to estimate their time-average variance constants (TAVC) or long-run variances. For a stationary process, its TAVC is the sum of all its covariances and it is a multiple of the spectral density at zero. The classical TAVC estimate which is based on batched means does not allow recursive updates and the required memory complex...
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J. G. Webb, T. C. Ralph, and E. H. Huntington Centre for Quantum Computer Technology, School of Information Technology and Electrical Engineering, University College, The University of New South Wales, Canberra, Australian Capital Territory 2600, Australia Centre for Quantum Computer Technology, Department of Physics, The University of Queensland, St Lucia, Queensland 4072, Australia Received 1...
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ژورنال
عنوان ژورنال: Acta Chemica Scandinavica
سال: 1947
ISSN: 0904-213X
DOI: 10.3891/acta.chem.scand.01-0388