Bischak, Diane P.; Kelton, W. David; Pollock, Stephen M. - In: Management Science 39 (1993) 8, pp. 1002-1019
We propose a new procedure for providing confidence-interval estimators of the mean of a covariance-stationary process. The procedure, a modification of the method of batch means, is an improvement over existing methods when the process displays strong correlation and a comparatively small...