On the small-sample optimality of multiple-regeneration estimators

Mathematics

• Optimality 100%
• Discrete Time 100%
• Smaller Sample 100%
• Time Markov Chain 100%
• Variance 50%
• Stochastic Process 50%
• Countable State Space 50%
• Unbiased Estimator 50%

Keyphrases

• Multiple Regeneration 100%
• Discrete-time Markov Chain 100%
• Simulation Analysis 50%
• Stochastic Processes 50%
• Regenerative Process 50%
• Uniformly Minimum Variance Unbiased Estimator 50%
• Countable State Space 50%
• Finite State Space 50%

Economics, Econometrics and Finance

• Markov Chain 100%