Permuted derivative and importance-sampling estimators for regenerative simulations.
type: Item
instance of: scholarly article
title: Permuted derivative and importance-sampling estimators for regenerative simulations.
zbMATH Open document ID: 1056.90099
DOI: 10.1016/S0377-2217(03)00070-5
author: James M. Calvin
author: Marvin K. Nakayama
published in: European Journal of Operational Research
publication date: 2004-05-27T00:00:00Z
Mathematics Subject Classification ID: 90B90
zbMATH DE Number: 2066859
zbMATH Keywords: Simulation
zbMATH Keywords: Regenerative method
zbMATH Keywords: Variance reduction
MaRDI profile type: Publication
cites work: Q3794956
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cites work: Variance Reduction Techniques for the Simulation of Markov Processes, I: Multiple Estimates
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cites work: Sensitivity Analysis for Simulations via Likelihood Ratios
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cites work: On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
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cites work: Comparison of Some Ratio Estimators
full work available at URL: s0377-2217(03)00070-5
OpenAlex ID: W2019307164
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description: scientific article; zbMATH DE number 2066859