Performance of folded variance estimators for simulation

DOI10.1145/1842713.1842714zbMath1490.62218OpenAlexW1998442109MaRDI QIDQ4635150

Claudia Antonini, Melike Meterelliyoz, David Goldsman, Christos Alexopoulos

Publication date: 16 April 2018

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

Full work available at URL: https://doi.org/10.1145/1842713.1842714

zbMATH Keywords

steady-state simulationstandardized time seriessimulation output analysismethod of batch meansfolded estimators

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10)

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