USING EXCURSIONS TO ANALYZE SIMULATION OUTPUT

DOI10.1017/S0269964809990234zbMath1255.62231MaRDI QIDQ3564636

James M. Calvin

Publication date: 26 May 2010

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Functional limit theorems; invariance principles (60F17)

Cites Work

• Unnamed Item
• Unnamed Item
• Excursions in Brownian motion
• A relation between Brownian bridge and Brownian excursion
• Optimal allocation of simulation experiments in discrete stochastic optimization and approximative algorithms
• Average performance of passive algorithms for global optimization
• Confidence Interval Estimation Using Standardized Time Series
• On the Asymptotic Validity of Fully Sequential Selection Procedures for Steady-State Simulation
• Simulation Output Analysis Using Standardized Time Series
• Large-Sample Results for Batch Means

This page was built for publication: USING EXCURSIONS TO ANALYZE SIMULATION OUTPUT