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- W2032736605 abstract "In statistical analysis of stationary time series or in steady-state simulation output analysis, it is desired to find consistent estimates of the process variance parameter. Here, we consider variants of the area estimator of standardized time series, namely, the weighted area and the Cramér-von Mises area estimators, and provide their consistency, in the strong sense and mean-square sense. A sharp bound for the (asymptotic) variance of these estimators is obtained. We also present a central limit theorem for the weighted area estimator: this gives a rate of convergence of this estimator, as well as a confidence interval for the variance parameter. © 1995 John Wiley & Sons, Inc." @default.
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- W2032736605 date "1995-12-01" @default.
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- W2032736605 title "Consistency of several variants of the standardized time series area variance estimator" @default.
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- W2032736605 doi "https://doi.org/10.1002/1520-6750(199512)42:8<1161::aid-nav3220420804>3.0.co;2-2" @default.
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