Asymptotic Properties of Some Confidence Interval Estimators for Simulation Output

DOI10.1287/mnsc.30.10.1217zbMath0557.62033OpenAlexW2135254548MaRDI QIDQ3221196

David Goldsman, Lee W. Schruben

Publication date: 1984

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.30.10.1217

zbMATH Keywords

time seriessimulation output analysis

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Applications of statistics (62P99)

Related Items (8)

Some properties of simulation interval estimators under dependence induction ⋮ Multiple-comparison procedures for steady-state simulations ⋮ On the robustness of batching estimators. ⋮ Spaced batch means ⋮ On the estimation of optimal batch sizes in the analysis of simulation output ⋮ Efficiency and robustness in subsampling for dependent data ⋮ Batch variance estimators for the median of simulation output. ⋮ Validation of Simulation Models via Simultaneous Confidence Intervals

This page was built for publication: Asymptotic Properties of Some Confidence Interval Estimators for Simulation Output