Variance estimation and sequential stopping in steady-state simulations using linear regression
From MaRDI portal
Publication:5176917
DOI10.1145/2567907zbMath1322.68249OpenAlexW2039736595MaRDI QIDQ5176917
Sigrún Andradóttir, Vivek Gupta, David Goldsman
Publication date: 5 March 2015
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1145/2567907
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An improved standardized time series Durbin-Watson variance estimator for steady-state simulation
- Linear combinations of overlapping variance estimators for simulation
- A wavelet-based spectral procedure for steady-state simulation analysis
- A central limit theorem for m-dependent random variables with unbounded m
- Cramér-von Mises Variance Estimators for Simulations
- Note—New Confidence Interval Estimators Using Standardized Time Series
- Properties of Standardized Time Series Weighted Area Variance Estimators
- Confidence Interval Estimation Using Standardized Time Series
- A Sequential Procedure for Determining the Length of a Steady-State Simulation
- Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations
- Sequential Stopping Rules for the Regenerative Method of Simulation
- Grouping Observations in Digital Simulation
- BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
- Large-Sample Results for Batch Means
- An Implementation of the Batch Means Method
- Optimal Mean-Squared-Error Batch Sizes
- N-Skart: A Nonsequential Skewness- and Autoregression-Adjusted Batch-Means Procedure for Simulation Analysis
- Combining standardized time series area and Cramér–von Mises variance estimators
- Exact expected values of variance estimators for simulation
- Estimating Sample Size in Computing Simulation Experiments
This page was built for publication: Variance estimation and sequential stopping in steady-state simulations using linear regression
