Analysis of initial transient deletion for replicated steady-state simulations
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Publication:1183384
DOI10.1016/0167-6377(91)90020-PzbMath0752.65100OpenAlexW2043146390MaRDI QIDQ1183384
Peter W. Glynn, Philip Heidelberger
Publication date: 28 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)90020-p
stochastic processgenerating of confidence intervalsinitial transient delectionmethod of independent replicationsreplicated steady-state simulations
Parametric tolerance and confidence regions (62F25) Non-Markovian processes: estimation (62M09) Probabilistic methods, stochastic differential equations (65C99)
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