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edited Jan 20, 2020 at 15:11

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See e.g. Confidence interval estimation of the mean of stationary stochastic processes: A comparison of batch means and weighted batch means approach and Using standardized time series to estimate confidence intervals for the difference between two stationary stochastic processes and references therein.

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created Jan 20, 2020 at 15:04

127.8k
8
107
229

See e.g. Confidence interval estimation of the mean of stationary stochastic processes: A comparison of batch means and weighted batch means approach and references therein.