Replication splitting and variance for simulating discrete-parameter stochastic processes (Q1077326)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Replication splitting and variance for simulating discrete-parameter stochastic processes |
scientific article; zbMATH DE number 3956803
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Replication splitting and variance for simulating discrete-parameter stochastic processes |
scientific article; zbMATH DE number 3956803 |
Statements
Replication splitting and variance for simulating discrete-parameter stochastic processes (English)
0 references
1986
0 references
replication splitting
0 references
budget constraint
0 references
allocation of a fixed amount of simulation effort
0 references
non-stationary discrete-time processes
0 references
positive autocorrelation
0 references
variance reduction
0 references
