Confidence intervals using orthonormally weighted standardized time series

DOI10.1145/352222.352223zbMath1392.62262OpenAlexW2033739720MaRDI QIDQ4575344

David Goldsman, Robert D. Foley

Publication date: 13 July 2018

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

Full work available at URL: https://doi.org/10.1145/352222.352223

zbMATH Keywords

confidence intervalsstochastic simulationvariance estimationstandardized time seriessteady-state output analysisorthonormal area estimator

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

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