Folded overlapping variance estimators for simulation
type: Item
instance of: scholarly article
title: Folded overlapping variance estimators for simulation
zbMATH Open document ID: 1255.62397
author: Melike Meterelliyoz
author: Christos Alexopoulos
author: David Goldsman
published in: European Journal of Operational Research
publication date: 2012-12-29T00:00:00Z
Mathematics Subject Classification ID: 62P99
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 6119345
zbMATH Keywords: simulation output analysis
zbMATH Keywords: area variance estimator
zbMATH Keywords: overlapping variance estimator
zbMATH Keywords: folded variance estimator
describes a project that uses: MRG32k3a
MaRDI profile type: Publication
full work available at URL: j.ejor.2012.01.018
OpenAlex ID: W1967074858
cites work: Exact expected values of variance estimators for simulation
cites work: Performance of folded variance estimators for simulation
cites work: Efficient computation of overlapping variance estimators for simulation
cites work: Overlapping Variance Estimators for Simulation
cites work: An improved standardized time series Durbin-Watson variance estimator for steady-state simulation
cites work: Q5560061
cites work: Estimation of the mean of a stationary time series by sampling
cites work: Simulation output analysis using integrated paths
cites work: Permuted Standardized Time Series for Steady-State Simulations
cites work: Large-Sample Results for Batch Means
cites work: Mean-Square Consistency of the Variance Estimator in Steady-State Simulation Output Analysis
cites work: Q2737800
cites work: Confidence intervals using orthonormally weighted standardized time series
cites work: Simulation Output Analysis Using Standardized Time Series
cites work: Estimating the asymptotic variance with batch means
cites work: Cramér-von Mises variance estimators for simulations
cites work: Properties of Standardized Time Series Weighted Area Variance Estimators
cites work: Q5815173
cites work: Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators
cites work: Confidence Interval Estimation Using Standardized Time Series
cites work: Q3395931
cites work: Optimal Mean-Squared-Error Batch Sizes
DOI: 10.1016/J.EJOR.2012.01.018
description: scientific article; zbMATH DE number 6119345