Folded overlapping variance estimators for simulation (Q1926714): Difference between revisions

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+Exact expected values of variance estimators for simulation
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+Performance of folded variance estimators for simulation
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+Efficient Computation of Overlapping Variance Estimators for Simulation
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+Overlapping Variance Estimators for Simulation
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+An improved standardized time series Durbin-Watson variance estimator for steady-state simulation
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+Q5560061
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+Estimation of the mean of a stationary time series by sampling
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+Simulation output analysis using integrated paths
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+Permuted Standardized Time Series for Steady-State Simulations
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+Large-Sample Results for Batch Means
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+Mean-Square Consistency of the Variance Estimator in Steady-State Simulation Output Analysis
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+Q2737800
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+Confidence intervals using orthonormally weighted standardized time series
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+Simulation Output Analysis Using Standardized Time Series
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+Estimating the asymptotic variance with batch means
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+Cramér-von Mises Variance Estimators for Simulations
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+Properties of Standardized Time Series Weighted Area Variance Estimators
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+Q5815173
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+Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators
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+Confidence Interval Estimation Using Standardized Time Series
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+Q3395931
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+Optimal Mean-Squared-Error Batch Sizes
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