The Asymptotic Efficiency of Simulation Estimators
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Publication:4017080
DOI10.1287/opre.40.3.505zbMath0760.62009OpenAlexW2137306058MaRDI QIDQ4017080
Publication date: 16 January 1993
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.40.3.505
limit theoremsampling varianceMonte Carlo efficiencycomputational budgetefficiency of simulation estimatorsjointly distributed stochastic processeslarge sample contextoverall expected cost
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