DocumentCode
2777127
Title
A maximum-likelihood interpretation of batch means estimators
Author
Healy, Kevin J.
Author_Institution
Sch. of Ind. Eng., Purdue Univ., West Lafayette, IN, USA
fYear
1995
fDate
3-6 Dec 1995
Firstpage
294
Lastpage
296
Abstract
We show how the classical batch means estimator of the variance parameter of a strictly stationary dependent stochastic process can be viewed as a maximum likelihood estimator based on asymptotic properties of the standardized time series of observations from the process
Keywords
maximum likelihood estimation; stochastic processes; time series; asymptotic properties; batch means estimators; maximum likelihood estimator; maximum-likelihood interpretation; standardized time series; strictly stationary dependent stochastic process; variance parameter; Industrial engineering; Maximum likelihood estimation; Parameter estimation; Random variables; Sociotechnical systems; State estimation; Steady-state; Stochastic processes; Time measurement; Yield estimation;
fLanguage
English
Publisher
ieee
Conference_Titel
Simulation Conference Proceedings, 1995. Winter
Conference_Location
Arlington, VA
Print_ISBN
0-78033018-8
Type
conf
DOI
10.1109/WSC.1995.478737
Filename
478737
Link To Document