An improved standardized time series Durbin–Watson variance estimator for steady-state simulation

Author:

Batur Demet,Goldsman David,Kim Seong-Hee

Publisher

Elsevier BV

Subject

Applied Mathematics,Industrial and Manufacturing Engineering,Management Science and Operations Research,Software

Reference18 articles.

1. Batch size effects in the analysis of simulation output;Schmeiser;Oper. Res.,1982

2. Overlapping batch means: Something for nothing?;Meketon,1984

3. Confidence interval estimation using standardized time series;Schruben;Oper. Res.,1983

4. Properties of standardized time series weighted area variance estimators;Goldsman;Manage. Sci.,1990

5. Cramér–von Mises variance estimators for simulations;Goldsman;Oper. Res.,1999

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1. BOUNDARY CROSSING PROBABILITIES FOR THE CUMULATIVE SAMPLE MEAN;Probability in the Engineering and Informational Sciences;2017-03-08

2. Reflected variance estimators for simulation;IIE Transactions;2015-02-25

3. Variance estimation and sequential stopping in steady-state simulations using linear regression;ACM Transactions on Modeling and Computer Simulation;2014-02

4. Folded overlapping variance estimators for simulation;European Journal of Operational Research;2012-07

5. Reflected variance estimators for simulation;Proceedings of the 2010 Winter Simulation Conference;2010-12

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