H. Flyvbjerg. Advances in Computer Simulation, page 88--103. Berlin, Heidelberg, Springer Berlin Heidelberg, (1998)
Abstract
We describe how the true statistical error on an average of correlated data can be obtained with ease and efficiency by a renormalization group method. The method is illustrated with numerical and analytical examples having finite as well as infinite range correlations.
Description
Error estimates on averages of correlated data | SpringerLink
%0 Conference Paper
%1 Flyvbjerg1998CorrelatedErrors
%A Flyvbjerg, Henrik
%B Advances in Computer Simulation
%C Berlin, Heidelberg
%D 1998
%E Kertész, János
%E Kondor, Imre
%I Springer Berlin Heidelberg
%K correlated-data error-estimates renormalization-groups statistical-inference statistics time-series-data variance
%P 88--103
%T Error estimates on averages of correlated data
%X We describe how the true statistical error on an average of correlated data can be obtained with ease and efficiency by a renormalization group method. The method is illustrated with numerical and analytical examples having finite as well as infinite range correlations.
%@ 978-3-540-69675-9
@inproceedings{Flyvbjerg1998CorrelatedErrors,
abstract = {We describe how the true statistical error on an average of correlated data can be obtained with ease and efficiency by a renormalization group method. The method is illustrated with numerical and analytical examples having finite as well as infinite range correlations.},
added-at = {2018-04-28T19:52:49.000+0200},
address = {Berlin, Heidelberg},
author = {Flyvbjerg, Henrik},
biburl = {https://www.bibsonomy.org/bibtex/2b5c7568bf83b8c46aee82464a558da2a/salotz},
booktitle = {Advances in Computer Simulation},
description = {Error estimates on averages of correlated data | SpringerLink},
editor = {Kert{\'e}sz, J{\'a}nos and Kondor, Imre},
interhash = {937654115fea626e156943d9ab7e03b0},
intrahash = {b5c7568bf83b8c46aee82464a558da2a},
isbn = {978-3-540-69675-9},
keywords = {correlated-data error-estimates renormalization-groups statistical-inference statistics time-series-data variance},
pages = {88--103},
publisher = {Springer Berlin Heidelberg},
timestamp = {2018-04-28T19:52:49.000+0200},
title = {Error estimates on averages of correlated data},
year = 1998
}