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"Overlapping Batch Confidence Intervals on Statistical Functionals ..."

Ziwei Su et al. (2024)

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DOI: 10.1145/3649437

access: closed

type: Journal Article

metadata version: 2024-07-04

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Ziwei Su, Raghu Pasupathy, Yingchieh Yeh, Peter W. Glynn:
Overlapping Batch Confidence Intervals on Statistical Functionals Constructed from Time Series: Application to Quantiles, Optimization, and Estimation. ACM Trans. Model. Comput. Simul. 34(2): 10:1-10:43 (2024)

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