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Overlapping Batch Confidence Intervals on Statistical Functionals Constructed from Time Series: Application to Quantiles, Optimization, and Estimation

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), April 2024. [doi]

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