Extended dynamic partial-overlapping batch means estimators for steady-state simulations

DOI10.1016/j.ejor.2009.09.009zbMath1178.62092OpenAlexW2021843998MaRDI QIDQ1046068

Mingchang Chih, Wheyming Tina Song

Publication date: 21 December 2009

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2009.09.009

zbMATH Keywords

simulationmean-squared-errorvariance of sample mean

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09)

Related Items

New recursive estimators of the time-average variance constant ⋮ Run length not required: optimal-MSE dynamic batch means estimators for steady-state simulations

Cites Work

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