Folded overlapping variance estimators for simulation
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Publication:1926714
DOI10.1016/j.ejor.2012.01.018zbMath1255.62397OpenAlexW1967074858MaRDI QIDQ1926714
David Goldsman, Christos Alexopoulos, Melike Meterelliyoz
Publication date: 29 December 2012
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2012.01.018
simulation output analysisarea variance estimatorfolded variance estimatoroverlapping variance estimator
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Uses Software
Cites Work
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- An improved standardized time series Durbin-Watson variance estimator for steady-state simulation
- Estimating the asymptotic variance with batch means
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- Efficient Computation of Overlapping Variance Estimators for Simulation
- Properties of Standardized Time Series Weighted Area Variance Estimators
- Confidence Interval Estimation Using Standardized Time Series
- Overlapping Variance Estimators for Simulation
- Simulation Output Analysis Using Standardized Time Series
- Large-Sample Results for Batch Means
- Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators
- Simulation output analysis using integrated paths
- Confidence intervals using orthonormally weighted standardized time series
- Performance of folded variance estimators for simulation
- Optimal Mean-Squared-Error Batch Sizes
- Mean-Square Consistency of the Variance Estimator in Steady-State Simulation Output Analysis
- Permuted Standardized Time Series for Steady-State Simulations
- Exact expected values of variance estimators for simulation
- Estimation of the mean of a stationary time series by sampling
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