A data-driven online truncation method for transient bias reduction in steady-state simulations

Author:

Zhang Nan,Yuan Jun,Ng Szu Hui

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

General Engineering,General Computer Science

Reference45 articles.

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2. Bause, F., & Eickhoff, M. (2003). Simulation output analysis: truncation point estimation using multiple replications in parallel. In Paper presented at the proceedings of the 35th conference on winter simulation: driving innovation.

3. Mixing and moment properties of various GARCH and stochastic volatility models;Carrasco;Econometric Theory,2002

4. Cash, C. R., Nelson, B. L., Dippold, D. G., Long, J. M., & Pollard, W. P. (1992). Evaluation of tests for initial-condition bias. In Paper presented at the proceedings of the 24th conference on winter simulation.

5. Chopard, B., & Tomassini, M. (2018). Simulated annealing. In Natural computing series. https://doi.org/10.1007/978-3-319-93073-2_4.

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