On the relationship between batch means, overlapping means and spectral estimation

Peter D. Welch. On the relationship between batch means, overlapping means and spectral estimation. In Arne Thesen, Hank Grant, W. David Kelton, editors, Proceedings of the 19th conference on Winter simulation, WSC 1987, Atlanta, GA, USA, December 14-16, 1987. pages 320-323, ACM, 1987. [doi]

Abstract

Abstract is missing.