ASAP3: a batch means procedure for steady-state simulation analysis

DOI10.1145/1044322.1044325zbMath1478.62244OpenAlexW2039039263MaRDI QIDQ4565350

Christos Alexopoulos, Jeffrey A. Joines, David Goldsman, Emily K. Lada, James R. Wilson, Natalie M. Steiger

Publication date: 12 June 2018

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/1044322.1044325

zbMATH Keywords

confidence interval estimationsteady-state simulationsequential analysisbatch meansinverse Cornish-Fisher expansionsimulation start-up problem

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Related Items (7)

New recursive estimators of the time-average variance constant ⋮ Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations ⋮ Local lagged adapted generalized method of moments: an innovative estimation and forecasting approach and its applications ⋮ Fourier trajectory analysis for system discrimination ⋮ A wavelet-based spectral procedure for steady-state simulation analysis ⋮ ASAP3 ⋮ Automated and distributed statistical analysis of economic agent-based models

Uses Software

• AS 181

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