Asymptotic confidence intervals for variograms of stationary time series.

Søren Bisgaard Davit Khachatryan

Published in: Qual. Reliab. Eng. Int. (2010)

Keyphrases

confidence intervals
non stationary
sample size
markov chain
monte carlo
stochastic systems
test set
roc curve
stopping rules
conditional probabilities
limit theorems
variance reduction
sufficiently small