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

DOI10.1145/1044322.1044325MaRDI QIDQ4565350zbMATH OpenOpenAlexFDO

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

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

sequential analysisbatch meansconfidence interval estimationsteady-state simulationinverse 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)

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Cited in

(9)

• Local lagged adapted generalized method of moments: an innovative estimation and forecasting approach and its applications
• Automated and distributed statistical analysis of economic agent-based models
• Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations
• Fourier trajectory analysis for system discrimination
• New recursive estimators of the time-average variance constant
• Performance of a wavelet-based spectral procedure for steady-state simulation analysis
• ASAP3
• Higher-order coverage errors of batching methods via Edgeworth expansions on t-statistics
• A wavelet-based spectral procedure for steady-state simulation analysis

Describes a project that uses

Uses Software

• AS 181

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