Cramér-von Mises Variance Estimators for Simulations

DOI10.1287/opre.47.2.299zbMath1032.62074OpenAlexW2030494882MaRDI QIDQ2770111

David Goldsman, Keebom Kang, Andrew F. Seila

Publication date: 7 February 2002

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

Full work available at URL: https://doi.org/10.1287/opre.47.2.299

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Related Items (5)

An improved standardized time series Durbin-Watson variance estimator for steady-state simulation ⋮ Folded overlapping variance estimators for simulation ⋮ On the robustness of batching estimators. ⋮ Variance estimation and sequential stopping in steady-state simulations using linear regression ⋮ Combining standardized time series area and Cramér–von Mises variance estimators

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