Efficient Computation of Overlapping Variance Estimators for Simulation
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Publication:2892343
DOI10.1287/ijoc.1060.0198zbMath1241.62027OpenAlexW2066537534MaRDI QIDQ2892343
Christos Alexopoulos, David Goldsman, Nilay Tanık Argon, James R. Wilson, Natalie M. Steiger, Gamze Tokol
Publication date: 18 June 2012
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/ijoc.1060.0198
steady-state simulationanalysis methodsarea varianceCramér-von Mises variancemethod of batch meansmethod of standardized time seriessimulation output
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