Experimental evaluation of integrated path estimators

Mathematics

• Numerical Experiment 100%
• Constant Variance 50%
• Confidence Interval 50%
• Run-Length 50%
• Sample Path 50%
• Running Time 50%
• Squared Error 50%
• Variance Estimator 50%
• Time Average 50%
• Smaller Variance 50%

Keyphrases

• Non-overlapping 100%
• Batch Means 100%
• Numerical Experiments 66%
• Confidence Interval 33%
• Simulation Runs 33%
• Efficiency Improvement 33%
• Sample Path 33%
• Mean Squared Error 33%
• Time-average Variance Constant 33%
• Variance Estimator 33%

Economics, Econometrics and Finance

• Batching 100%