Empirical performance of bias-reducing estimators for regenerative steady-state simulations

DOI10.1145/1029174.1029175zbMath1478.62235OpenAlexW2085308126MaRDI QIDQ4565345

Donald L. Iglehart, Ming-hua Hsieh, Peter W. Glynn

Publication date: 12 June 2018

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/1029174.1029175

zbMATH Keywords

simulationregenerationbias-reducing estimatorssteady-state estimation

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

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