A Batch Means Methodology for Estimation of a Nonlinear Function of a Steady-State Mean
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Publication:4363665
DOI10.1287/mnsc.43.8.1121zbMath0908.62088MaRDI QIDQ4363665
David F. Muñoz, Peter W. Glynn
Publication date: 15 December 1997
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.43.8.1121
simulation; steady-state simulation; batch means; nonlinear estimation; jackknifing; steady-state performance measures; simulation output analysis; jackknife point estimator
62M09: Non-Markovian processes: estimation
65C99: Probabilistic methods, stochastic differential equations
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