Pages that link to "Item:Q4302599"
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The following pages link to Strong Consistency of the Variance Estimator in Steady-State Simulation Output Analysis (Q4302599):
Displaying 17 items.
- New recursive estimators of the time-average variance constant (Q294229) (← links)
- Spectral and graph-theoretic bounds on steady-state-probability estimation performance for an ergodic Markov chain (Q430187) (← links)
- Asymptotically valid single-stage multiple-comparison procedures (Q998989) (← links)
- A new class of strongly consistent variance estimators for steady-state simulations (Q1110224) (← links)
- Spaced batch means (Q1180828) (← links)
- Weighted batch means estimators in Markov chain Monte Carlo (Q1616318) (← links)
- A note on bias and mean squared error in steady-state quantile estimation (Q1785384) (← links)
- Batch means and spectral variance estimators in Markov chain Monte Carlo (Q2380096) (← links)
- The estimation of traffic intensity parameter for a single-channel queueing system with regenerative input flow (Q2688116) (← links)
- Strong Consistency and Other Properties of the Spectral Variance Estimator (Q3989292) (← links)
- Consistency of several variants of the standardized time series area variance estimator (Q4859574) (← links)
- Selecting the Best Alternative Based on Its Quantile (Q4995094) (← links)
- Overlapping Batches for the Assessment of Solution Quality in Stochastic Programs (Q5270742) (← links)
- Batching Adaptive Variance Reduction (Q6108736) (← links)
- Strong invariance principles for ergodic Markov processes (Q6200877) (← links)
- Overlapping batch confidence intervals on statistical functionals constructed from time series: application to quantiles, optimization, and estimation (Q6639393) (← links)
- Sufficient conditions for central limit theorems and confidence intervals for randomized quasi-Monte Carlo methods (Q6639398) (← links)
