Pages that link to "Item:Q1110224"
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The following pages link to A new class of strongly consistent variance estimators for steady-state simulations (Q1110224):
Displaying 10 items.
- Statistical analysis of steady-state simulations: Survey of recent progress (Q759472) (← links)
- Anthithetic-variate splitting for steady-state simulations (Q1122977) (← links)
- Analysis of initial transient deletion for replicated steady-state simulations (Q1183384) (← links)
- On extreme value asymptotics for increments of renewal processes (Q1890887) (← links)
- Cramér-von Mises variance estimators for simulations (Q2770111) (← links)
- Variance Estimation Based on Invariance Principles (Q2785878) (← links)
- On the Asymptotic Validity of Fully Sequential Selection Procedures for Steady-State Simulation (Q3391993) (← links)
- Strong Consistency and Other Properties of the Spectral Variance Estimator (Q3989292) (← links)
- Strong Consistency of the Variance Estimator in Steady-State Simulation Output Analysis (Q4302599) (← links)
- Overlapping batch confidence intervals on statistical functionals constructed from time series: application to quantiles, optimization, and estimation (Q6639393) (← links)