Multivariate estimation in regenerative simulation

DOI10.1016/0167-6377(82)90019-0zbMath0491.65074OpenAlexW1967974027MaRDI QIDQ1167526

Andrew F. Seila

Publication date: 1982

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(82)90019-0

zbMATH Keywords

confidence regionssimultaneous confidence intervalsregenerative processesmultivariate estimationregenerative simulation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Probabilistic methods, stochastic differential equations (65C99)

Related Items (8)

Weighted batch means estimators in Markov chain Monte Carlo ⋮ Assessing and Visualizing Simultaneous Simulation Error ⋮ Multivariate estimation in regenerative simulation ⋮ Multivariate Estimation of Conditional Performance Measures in Regenerative Simulation ⋮ Revisiting the Gelman-Rubin diagnostic ⋮ Validation of Simulation Models via Simultaneous Confidence Intervals ⋮ Tutorial ⋮ Multivariate Simulation Output Analysis

Cites Work

• Multivariate estimation in regenerative simulation
• Regenerative stochastic processes
• Statistical Analysis for Queueing Simulations
• Simulating stable stochastic systems, V: Comparison of ratio estimators
• Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations
• Existence of Limits in Regenerative Processes
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