Spaced batch means

DOI10.1016/0167-6377(91)90011-DzbMath0737.62070OpenAlexW2061013678MaRDI QIDQ1180828

Bennett L. Fox, James J. Swain, David Goldsman

Publication date: 27 June 1992

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(91)90011-d

zbMATH Keywords

spacersoutput analysisbatches of observationscoverage of confidence intervalsinterbatch corelationnegative serial correlationpositive serial correlationspaced batch meansvariance parameter

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Related Items (6)

Estimation Methods for Delays in Non-regenerative Discrete-Event Systems ⋮ The Song rule outperforms optimal-batch-size variance estimators in simulation output analysis ⋮ Spaced batch means ⋮ Data-Based Choice of Batch Size for Simulation Output Analysis ⋮ Extended dynamic partial-overlapping batch means estimators for steady-state simulations ⋮ Batch variance estimators for the median of simulation output.

Cites Work

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• Spaced batch means
• Estimating the asymptotic variance with batch means
• The asymptotic validity of sequential stopping rules for stochastic simulations
• Confidence intervals in discrete event simulation: A comparison of replication and batch means
• Asymptotic Properties of Some Confidence Interval Estimators for Simulation Output
• Confidence Intervals for Steady-State Simulations: I. A Survey of Fixed Sample Size Procedures
• Confidence Interval Estimation Using Standardized Time Series
• Simulation Output Analysis Using Standardized Time Series
• Batch Size Effects in the Analysis of Simulation Output
• Linear Estimators for a Class of Stationary Queueing Processes
• Strong Consistency of the Variance Estimator in Steady-State Simulation Output Analysis

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