Central limit theorems for permuted regenerative estimators
成果类型：
Article
署名作者：
Calvin, JM; Nakayama, MK
署名单位：
New Jersey Institute of Technology
刊物名称：
OPERATIONS RESEARCH
ISSN/ISSBN：
0030-364X
DOI：
10.1287/opre.48.5.776.12409
发表日期：
2000
页码：
776-787
关键词：
摘要：
We prove strong laws of large numbers and central limit theorems for some permuted estimators from regenerative simulations. These limit theorems provide the basis for constructing asymptotically valid confidence intervals for the permuted estimators.