An improved standardized time series Durbin-Watson variance estimator for steady-state simulation
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Publication:833606
DOI10.1016/j.orl.2009.01.014zbMath1167.62456OpenAlexW2116932170MaRDI QIDQ833606
Demet Batur, David Goldsman, Seong-Hee Kim
Publication date: 14 August 2009
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2009.01.014
simulationstationary processvariance estimationbatched estimatorsDurbin-Watson estimatorstandardized time series
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Cites Work
- An improved standardized time series Durbin-Watson variance estimator for steady-state simulation
- Linear combinations of overlapping variance estimators for simulation
- Cramér-von Mises Variance Estimators for Simulations
- Properties of Batched Quadratic-Form Variance Parameter Estimators for Simulations
- Properties of Standardized Time Series Weighted Area Variance Estimators
- Confidence Interval Estimation Using Standardized Time Series
- Overlapping Variance Estimators for Simulation
- Simulation Output Analysis Using Standardized Time Series
- Batch Size Effects in the Analysis of Simulation Output
- Large-Sample Results for Batch Means
- 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
- Exact expected values of variance estimators for simulation
- The serial correlation coefficients of waiting times in a stationary single server queue
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