Combining standardized time series area and Cramér–von Mises variance estimators

DOI10.1002/nav.20214zbMath1126.62078OpenAlexW2011221434MaRDI QIDQ5436958

Gamze Tokol, Keebom Kang, Seong-Hee Kim, David Goldsman, Andrew F. Seila

Publication date: 18 January 2008

Published in: Naval Research Logistics (NRL) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nav.20214

zbMATH Keywords

simulationstationary processvariance estimationDurbin-Watson estimatorstandardized time seriesbatch means estimatorarea estimatorCramér-von Mises estimator

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Monte Carlo methods (65C05)

Related Items (5)

An improved standardized time series Durbin-Watson variance estimator for steady-state simulation ⋮ The Song rule outperforms optimal-batch-size variance estimators in simulation output analysis ⋮ Variance estimation and sequential stopping in steady-state simulations using linear regression ⋮ Combining standardized time series area and Cramér–von Mises variance estimators ⋮ Ranking and Selection Techniques with Overlapping Variance Estimators for Simulations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Estimating the asymptotic variance with batch means
• Folded overlapping variance estimators for simulation
• Sensitivity of optimal prices to system parameters in a steady-state service facility
• Cramér-von Mises Variance Estimators for Simulations
• Properties of Batched Quadratic-Form Variance Parameter 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
• Simulation Output Analysis Using Standardized Time Series
• Batch Size Effects in the Analysis of Simulation Output
• Large-Sample Results for Batch Means
• Confidence intervals using orthonormally weighted standardized time series
• Optimal Mean-Squared-Error Batch Sizes
• Mean-Square Consistency of the Variance Estimator in Steady-State Simulation Output Analysis
• Combining standardized time series area and Cramér–von Mises variance estimators
• Goodness-of-fit tests on a circle

This page was built for publication: Combining standardized time series area and Cramér–von Mises variance estimators